Studies on "exercise and depression" have found that exercise might be the strongest natural antidepressant available while it is good for your physical health as well.
The best types of exercises are strength training (weight lifting) and aerobic activities (brisk walking, jogging, bicycling, cross-country skiing, swimming, aerobic dance, racket sports). Aim to exercise at least 30 minutes at a time, at least 3 days a week.
A general healthy diet with regular meals and fiber-rich foods (fruits, vegetables, grains, legumes, nuts, seeds) is a good start.
A lot of recent research has shown that Omega-3 fatty acids, found in fish, not only help prevent and control depression, but are also very good for the heart. Fish are the best source (especially fatty fish like trout, sardines, mackerel, tuna, salmon, cod, halibut and herring). Try to eat at least 3 servings of fish a week. Other sources of omega-3 fatty acids include walnuts, omega-3 fortified eggs, and flaxseed.
In some cases of depression, there seems to be a link between low levels of certain vitamins or nutrients and depression. The best place to start is daily multivitamin supplements.
RELAXATION AND STRESS RELIEF
There are many techniques out there. The important thing is to find what works best for you. Keep a little time aside for it each day.
Light has been found to be helpful, especially with seasonal depression. Take advantage of the sunlight for 30 to 40 minutes in the morning.