Since moving from the Tennessee to Indiana, I have seriously bad SADD. The lights do help. You can also get Full Spectrum bulbs in your normal lights to help as well, but they can be harsh and not very 'warm'. You have to get the high intensity lights on your face for them to work well.
I also have a south facing window in my office that makes ALL the difference in the world. When my office window was north facing for four years, I was borderline suicidal around January/February.
The tanning beds do genuinely help, but you need a lot of it...and I'm not a big fan of winter-time false tans...(or burns)...so focus on safer alternatives.
A winter vacation to the Caribbean might help as well.
If you don't grow where you're planted, you'll never BLOOM - Will Rogers