It is a very tough time! Here are the things I do:
I exercise a lot - which means riding a stationary bike at least 30 minutes a day, and some strength bands for my arms. I go to bed fairly early at the same time and make sure I get enough sleep, and then make sure to eat healthy. And...then I get outside each and every day for a walk. A healthy body does wonders to give you a good starting point for a better mind - really, seriously.
On the social front, I began reaching out to a broader group of people I knew and started spending time with other friends and family who are also lonely. It has been everything from meeting for coffee, to watching a really bad movie with an acquaintance, to having dinner with a girlfriend and her husband. I also have a local trans support group I sometimes go to. The point is, I know this time is difficult, so if something comes my way and it does not involve money, I accept the invite whether I normally would or not. I am also the "serial inviter" and will invite people to do stuff all the time around the holidays -- I say "hey, let's escape to..." even if it is a jaunt to the mall. I just want to stay engaged with the world, and keep busy.
And...then I also cry a lot when I feel truly alone. That actually helps, too, sometimes.
Toni