Therapy, medication, exercise, human contact, worthwhile hobbies, and having a fulfilling work/personal life helps as well, and a million other things. None of them are simply. The therapy and meds give you the initial boost to start working on the rest of it.
Things you enjoy. Postive talk, exercise, taking things one things at a time.
Ok, no fair as I'm Bi-Polar and take meds, but I've ALWAYS found that getting out of your head by "serving others" is the VERY BEST medicine fo depression!! Find a local "Soup Kitchen", "Homeless Shelter", or Church and volunteer to help those in need!! You'll see others MUCH worse-off than yourself and you'll forget ALL about your own problems! REALLY!!
increase self-esteem + self-confidence. read lots of "self-help" books.<br />
find the causes of your depression and work on them<br />
find a goal to strive for, a passion, something you enjoy doing.<br />
never stop to learn new things and different ways of thinking<br />
keep an open mind
By choosing not to be depressed. It helps to eat right and make sure it's not caused from malnutrition.
There is no cure. One can only treat the problem. See your Doctor and get referred to a Psych for meds.