Along the lines of what Laurie said, but more practical. What I do now is:
1. Write on a sheet of paper what I'm depressed about, then I just rip it up real good and flush it down the toilet, or you can burn it, but the point being, just rip/burn the paper, until its unrecognizable to you or anybody else.
Before hrt, I used to weight train and exercise heavily(i.e.cardio/weight bearing exercise).
Nowadays, I just go out with my girlfriend and people wonder how I handle my depression so well. I mainly don't tell them anymore, since they think I'm BSing them.
You'd be surprised that it works.