I Battle Depression
I've had severe depressive episodes for the majority of my life. I still struggle – a lot – but have made quite a bit of progress the last few years.
What has worked for me are the following.
1. Remembering that this depressive episode will end.
I've had episodes that honestly seemed to go on for years at a time, but at some point I would feel better, if only for a day – or even a part of a day. I've learned to make those periods of "okayness" last longer, bit by bit. Right now I'm having a hard time, but I know that I will feel a little better again at some point. Looking at feelings as fleeting, not permanent, is essential.
2. Realizing that there are more feelings than happy and sad.
It seems obvious, but I was living in extremes. If I wasn't really "up," then I must be "down." Everything can get so black and white. But there's also "okay." I can feel pensive without having to be sad. I can feel contentment without having to be happy. Trying to spend more time in the middle ground has been helpful.
3. Having a good therapist – or someone else – to talk to.
I've had multiple therapists. One basically egged me on when I started cutting and making myself throw up, another told me I could go into ****, yet another insisted she always was right and that everything would be okay if I had more nice, religious friends... I even had a psychiatrist who told me that he wouldn't care if I killed myself. (He said this while I was in his office because a bad med change he made was making me highly suicidal.) I have also had a couple mediocre therapists – nothing bad, but nothing great, either. One was actually fairly helpful, but couldn't keep himself ob
My current therapist is a great match for me. He doesn't get into power struggles, respects my input, isn't too directive and is very good at making me feel comfortable. He'll be honest about when I'm not being helpful to myself and I respect him enough to not become defensive, but actually examine myself. It took time to build up that trust, but it's definitely worth it.
If I had known earlier what I know now, I would've switched therapists sooner with some of the other ones. If you don't have a good relationship with your therapist, try to work it out. There's a tendency for your problems in "real life" to become manifest in your relationship with your therapist. That's why you shouldn't give up immediately. But if your therapist is being degrading, not taking your input, abusing his/her power, has a major personality clash with you, or you just have a very bad feeling about it, leave. Find someone else. I don't care what your insurance or lack thereof says - having the wrong therapist can make you worse than no therapist.
If you don't have a therapist, I'd recommend it. Depression is a serious medical condition. If you had diabetes, you'd want to talk to a doctor to find out how to manage it, right? Think of it the same way. If, for some reason, you can't see a therapist, take some of those same criteria and advice and look for people in your life you can be completely honest with and who don't judge you. Make sure they're not too close so that their own interests don't interfere.
4. Getting out of bad relationships
I've had lots of bad romantic relationships – in so many ways. Even things that might seem "good" could be unhealthy.
For instance, my first boyfriend made me feel understood. That was such a relief. The downside was that we were so emotionally intertwined that every little thing he did wrong was a catastrophe in my mind, yet I couldn't leave even after he cheated on me.
I also had a boyfriend who I was with for a long time. He was a therapist, so he was accepting of that I had mental illnesses. The problem? He was always right because I was the crazy one. His demands were supposedly realistic (I had to straighten my hair and wear my makeup a certain way to receive any affection) while mine were not. I know that I'm not perfect, but he was too controlling and it made me depressed.
Another big problem I've encountered is sexually abusive guys... Not fun. Also, this doesn't just go for romantic partners – it's important in friendships and other relationships, too.
Basically, depression is hard enough on its own. If your partner is making it worse, it's not worth it. Don't keep putting off the decision to end it until you "feel better" – (s)he's making it worse! I'd say talk to your therapist first (or your other HEALTHY person to talk to), but you don't need someone unsupportive.
I'm currently seeing someone who is good for me. He is willing to help me when I need him, but he knows that ultimately, the work to feel better is up to me. He knows that he can't fix anything and encourages me to be open with my therapist. He doesn't stay upset with me very long if I do something wrong – in fact, most of the time he doesn't react much at all. This happens to be a very healthy person for me to be with. I'm not just depressed, though – I have other mental illnesses, too. So the way he is might not be what everyone should look for. I didn't think a person like him existed, but here he is... If he can exist and be so good to someone as crazy as me, then I'm sure there's someone out there who can be good for you, too. :)
So, there are a few thoughts on what helps my depressive episodes... As I'm sure you picked up, I'm a big advocate of therapists (as long as they're good ones). I recommend that step the most, as they are better able to tailor advice to your situation. But I hope what I've learned can at least help someone a little! 
