I was depressed for 10 years.
Toward the end of it, I did something that wasn't really targeted at depression: during the season of Lent, I made the stretch to meditate each weekday briefly on: "Not my will, but Yours, God, be done, in regard to _____." I filled in the blank differently the two years I did this.
At the end, I was no longer depressed, or only mildly so. I had energy and was ready to take on the parts of my life I wasn't happy with.
I took this to mean that accepting the unacceptable was what it took to leave the depression behind.
Was it a coincidence? Maybe. But about 8 years later I fell into depression again. After some six to eight months, I remembered what I'd done earlier (things like this dumb us down, I think, so that we "don't remember" what we obviously could have), and I accepted the new thing I didn't like, and . . . my depression eased.
In the meantime, I had some things I could do. Break jobs down into digestible bits. (For example, I have twenty-five papers to grade. I'll just grade one, and afterward decide if I want to do another. Or if one paper still seems too much, I just grade one problem. I'd usually go on, one bit at a time, till the job was done, but without the crushing feeling of too much work with too little energy.)
Why am I posting this now? Because periodically we'll have a new member who posts that he is depressed and doesn't see a way out. Now I can link to this post. Because it'll be a shame if everybody else takes 10 years to figure out what to do, as I did.