Indulge in physical fitness and improvement - Exercise releases feelgood chemicals in the brain that help make me less depressed. Join a gym, take up martial arts, jogging, skateboarding... Track improvements and set goals, work to improve lap times, new moves, whatever. This will feel like progress which counters that - "I'm getting fucking nowhere" - thing that gets stuck in my head when I'm down.
Learn to cook good food using fresh ingredients. This will help with the physical improvement, since your body will be getting a steady supply of actual nutrients as opposed to mostly sugar and preservatives which don't have a massively beneficial effect on your bio and neurochemistry. Go nuts and practice cooking new dishes. More progress...
Drink a lot of water. Dehydration is the baseline normal for most of western civilisation. Dehydration causes all sorts of bad shit and prolly doesn't help with depression either.
Just say "yes". Say someone invites me to do something. Go for a coffee, visit the zoo, skydive... A depressed person's default answer is "No. [insert lame excuse here]" or "I'll think about it. [excuse pending]" Change that default answer to "Okay" and the hard bit is done in a split second.
After that I might spend the rest of the time dreading it and running over worst case scenarios in my head but who cares, the decision is made, it's out of my hands now. Most of the time I'll find I actually have fun cos, I end up outside, with my friends doing some stuff instead of lying on the floor of a darkened room, in the fetal position, hating my life.