(Duplicate of a HAD blog post, placed here for posterity.)
Here's some things to try that might help depression.
Firstly: there's a direct correlation between poor sleep and depression, but no one knows whether depression causes sleep disturbance or vice-versa. Listen to Joe Rogan's interview with Matthew Whittaker (link below), then adjust your sleep so that you are getting 7 to 9 hours - with no compromise - and that you stop looking at monitors and displays - including phone and TV - at least 2 hours before bedtime.
Try this for 1 week and see if it helps. If it doesn't, discard it.
Secondly: Some depression is caused by lack of vitamin D. For a quick test, go to a tanning salon and get a single session: take the attendant's advice on which booth and how long to go to not get sunburned. If there's an effect you'll know it about 30 minutes after the session and it will indicate you're low on vitamin D.
Alternate secondly: Massive amounts of vitamin D are not toxic, you can get D3-50 online (google that), it's not expensive, try taking one a day for a week. If this doesn't help, discard it. Anything less than 10,000 IU per day will probably not have much of an effect if you are deficient.
Thirdly: Go to SelfAuthoring.com, purchase the suite, and do it. It's one of the few psychological help system backed by solid theory with repeatable results. It works, it's known to work, and has solid evidence of working. It's not that expensive - about $40 for the full suite.
Fourthly: Depression has different forms depending on which neurotransmitter in the brain is affected. The "low energy" depression (dopamine) is different from the "dark thoughts" depression (serotonin), which is different from the "in pain" depression (endorphins), which is different from the "nervous/stress" depression (catecholamines). Grab a copy of "The Mood Cure" by Julia Ross and take the self-test in that book to discover which type of depression you have.
If your dopamine is low the supplement SAM-E will elevate it. If your serotonin is low, 5-HTP will elevate it. Grab a copy of "the supplement handbook" by Mark Moyad and look up the medical facts backed by studies surrounding all the various supplements on the market and see what works.
Again, try something for a week and if it doesn't work then stop. It's performing a $30 experiment: if it works, great! If it doesn't work, you're only out $30.
Fifthly: Interior critical narrative is a big problem that keeps many people feeling guilty and depressed. There's ways to get over this using some of the professional self-help systems, but I don't remember enough specifics to make a recommendation. Basically there's two approaches used by Brian Tracy for logical thinkers, and Tony Robbins for emotional thinkers. You can find these online and if one seems natural to you then go with it, otherwise try the other style. Then find their individual program on interior narrative and try listening to it to see if it helps.
You can find some of the older versions of these systems (Brian Tracy/Tony Robbins) online for free.
Finally: We're men of science here on this board (women, too). If something is a problem do some research, try some experiments, and see what works.