What is your best way to deal with depression?

First and foremost, acknowledge that you have a problem (when I say ‘problem’ I mean something that’s holding you back, that’s debilitating).
(You have a problem, not you are a problem.)
Then seek professional help, and/or confide in someone you trust, and who is of an understanding nature.
Together with the professional you can try to figure out the cause(s), and the subsequent therapy (be they talking, meds, or a combination of the two).
And be aware that it (probably) is going to be a (bit of a) struggle.

It’s a very negative world right now, and stressful. Unplug and just relax a few days, then reevaluate.

At one point in my life I was depressed because I was abused. I made them stop abusing me and I stopped being depressed. It didn’t happen overnight but it certainly happened.

Nutrition helps. Seriously. When I eat stupidly, the depression is exacerbated.
When I remember to take my vitamins, and the judicious add in of D3 really helps. It’s really unlikely that we get all the trace and minerals and exercise and sunshine that we need for optimal well-being (blah blah expensive urine blah blah) so I feel some balance can be helped along with a supplement or two.

If you’re asking about endogenous depression, the mood disorder without any external causes, I’ve never experienced it.

I do get sad or despondent from outside stressors, such as loss or life’s difficulties. I cope by eating healthfully and getting plenty of exercise and sleep.

Art therapy helps me a lot

This tends to work for me—
First, I watch something inspirational (like a TED talk), then use that small bit of positive momentum to do something healthy for myself (like workout). Typically, doing something I consider useful, or achieving something even remotely small on my ‘To Do’ list helps create a virtuous cycle of forward momentum that helps me focus on what I can control & do versus whatever is making me feel depressed.

Also, there’s the great little app called “Mood Notes” that is based on CBT (cognitive behavioral therapy), and it’s like having a therapist in your pocket. I bought it a few months ago for about five bucks and it is worth every penny.