Therapy helped me a lot. Of course, I also realized last fall after four months entirely off of nicotine that *that* also helps to reduce my depression. So I use the gum as a self-administered antidepressant. It works for me.
And spankings definitely help me to be more grounded and balanced mentally. So do getting enough food, and rest, and time to do things that help me to feel stable (those are probably very individual, but for me they include things like listening to music and reading books).
I don't tend to do well with antidepressant medications (too many paradoxical reactions, which means that they have the opposite effect intended). But I've found that figuring out what does work has made an incredible difference in my life--incredible at the level of people who have a religious experience. If I didn't object to proselytizing, and if I knew which factor it was that led to that transformation for me, I would totally go out sharing the news with the world. The difference is amazing.
For just general lower levels of depression, I get the most help by eating a balanced diet, getting exercise, stretching, making sure my vitamin levels (particularly iron and vitamin D) are where they should be, and doing things that make me happy. It has also helped me to just pay attention to where the feelings are coming from, and to take control of the things where I have some control. And also to accept that sometimes, things are just depressing, and that unhappiness is a feeling that will come from time to time. So sometimes when I'm depressed, I give myself time to experience that feeling, and allow it to pass through me.