1) Medication- if it gets to the point that you are not able to function, focus, sleep, or live (but it usually takes talking to your doctor to figure out what works)
2) Exercise- When you exercise, you're body releases endorphins and as the old saying goes "endorphins make you happy" :) Also as a direct result, your body gets in better physical condition..
3) Talk to someone whether they are a therapist, good friend, pastor... someone to listen and help you get to the root of what you are "depressed" about
4) Have regular blood work and physical (I have a Thyroid disease and as a result I am more prone to being sluggish, moody, depressed, lethargic, and tired.)
These are things that work for me.. Plus I have a "TYPE A" personality where I like to think I'm the one in control. God likes to use that to remind me that I'm not in control and I shouldn't even want to be. I believe firmly in the power of prayer. Everyone gets sad and upset occasionally, that is normal. When if affects your life and your relationships, that's depression.