Try deep relaxation. I'm sure there are guys over in the USA that do that kinda shit. I've had anxiety/panic attacks for a few years now, went to this guy and listen to a CD for 30 minutes a day. I don't know if it will help depression particularly, but other things might - if you take into consideration all the beautiful things in the world that you don't even need money to experience it might cheer you up. I always go out and have a look at the stars every night - just to look at what I have got to live for.
Also a lot of depression is due to poor self image - if you don't like the way you look start working out as everyone says. Eat better as well, your diet might be prompting these lows (lack of sugar for example). If you really can't stop feeling bad though, see your doctor and he'll fix you up with something, though I wouldn't rule out just trying to sort it out by yourself
