I write songs when I'm depressed too - I just never finish them. Good thing, as I can usually look at them later on and finish them in a way that's more hopeful...because mine are also usually CRAP.

Through the years, I've always found playing music helps. Sometimes music felt like my only friend and one that would never let me down. Now, I often don't feel like playing when I feel depressed. I force myself to pick up an instrument and once I do, it does make me feel better. Singing to myself doesn't have the same effect. Singing with others is probably better than anything - it can just seem like an enormous effort to get there.

Sometimes, just keeping your hands busy can help. When my father died, my best friend bought me a paint-by-numbers thing. I wasn't sure if I should be insulted, since we were both heavily into real oil painting. I got it out at one point and found myself losing hours in this no-brain-required activity. It doesn't fix anything, but it does allow a little vacation from thinking, just like meditation.