My DH has suffered moderate to severe depression for much of his life. It got much worse a few years after he went through cancer treatment, and it was really affecting our family. He was on anti-depressants for a while, but disliked the side-effects.

Two things assisted him in moving to less severe and less frequent depression:
1) His doctor prescribed Trazodone, to regulate his sleep pattern (he would wake up after only 4-6 hours of sleep for most of his life)

2) He started exercising regularly- commuting to work by bicycle and training for a marathon. He took himself off of the anti-depressant and did not fall back into depression. On the now rare occasions when the negativity starts to surface, I'll tell him he needs to go for a run or take a bike ride. Of course, now I that I ride a bike too, sometimes we go together. It has truly helped him.