Meds (go back to your psychiatrist and get your meds changed, and if you haven’t seen a shrink, get to one. They know more than doctors or therapists). I know people who have been through a dozen or more meds before they find something that helps and is tolerable. You gotta keep trying.
Therapy (you’re already doing that).
Exercise.
Helping others—volunteer.
Proper sleep: don’t stay up all night and sleep all day. Go to bed at a normal time, and get up in the morning. Get the hell out of bed (I know that can be hard nearly impossible, but do it).
Get a light therapy system. Get outside in the daylight. Do not stay indoors.
Hang out with friends as much as possible. Talk. Have fun.
Dance. Play music. Do something creative—anything that gets you out of your head and into your body.
Meditate. Do yoga.
Learn about mindfulness. Practice it.
Some people swear by cognitive behavioral therapy. It didn’t work for me, but there’s no harm in trying it. Like meds, there are many varieties of therapies, and keep on trying one after the next until you get one that works. Same with therapists.
If you get really suicidal—like you are planning it and getting the stuff together to do it, check yourself into a hospital. Check yourself in sooner if you are scaring yourself. Call a suicide hotline if it catches you faster than you think.
Find a support group. Nothing like fellow sufferers to help you gain a perspective.
Find one fellow sufferer and talk to them. Day or night, phone or in person.
My life was saved by a fellow depressed person. One night I was closer than I’d ever been to checking out, and we were talking on the phone about how we would do it. We thought of method after method, and the more we talked, the funnier it got, until we could actually have died of laughter. Neither of us could catch our breaths, and my stomach felt like bands of steel tied it up.
Fluther. Fluther helps. It was a great source of support for me.
The other people kept telling me, but that I didn’t believe, was that it would end. In my case, it did end, although I fall back regularly. It’s not as bad now I’m medicated. But it can get pretty bad, pretty fast. Have hope. The pain can feel like it will never end. It is unbearable. None of us want to die, though. We just want the pain to stop. There’s a lot you can do, and you are not thinking right when you are depressed. Do not make any major decisions for at least three months. You have to give yourself a chance. At least, that’s what my shrink told me. Turned out that I did see things differently three months later.