Mrzzy - I have fought depression most of my life. for me, counseling and the shrink didn't help. (They weren't able to tell me anything I didn't know, and I couldn't afford to have them listen for the length of time I needed. Talking to friends and relatives did help.
VENT! VENT! It's good for you!

Physical activity helped too, that's when I learned to bake bread...an activity that helped me through many a rough time. (There is something about pounding the shit out of kneading dough that gives me great satisfaction.) So did various crafts that kept me occupied enough that I didn't dwell on things but also let me feel like I was accomplishing something.

Another thing that helped me was that I truly did (do - though the lows aren't nearly so bad these last couple years) have a cyclical depression...a five week long cycle with the worst part of the down side lasting about three to five days. Once I figured that out I was able to compensate for a lot.

I still find this time of year difficult; partly because I swear my body wants to hibernate; probably partly due to the whole b-complex vitamin/sunshine/seasonal thingie; partly the freekin' holidays...a LOT of factors combine to depress people this time of year.

For me the important thing is that I have found I can moderate the effects of depression if I catch myself on the slide "down". It's still not pretty if I "miss" - but I've learned ways to cope with that too, and have friends who have learned how to help me compensate.