- Prescription medicines: The good news is they worked for me. The bad news is that it took about two weeks for them to kick in -- and even at that, I was lucky. About a third of the time, after all, the meds they give you don't work, and you need to try something else. (And by the way -- talk with your doctor before you quit your meds. Coming off Effexor gave me a week's worth of panic attacks.)
- Counseling: Some find this helpful; I never did. I'm told that Rational-Emotive Behavior Therapy works best, but all I ever seemed to end up seeing were Rogerian-trained counselors who made me feel even more depressed.
- Books: You could sink most self-help books in the sea, and the only harm done would be to the fish. The one exception is David Burns' Feeling Good: The New Mood Therapy (Revised and Updated) -- I found it extremely helpful.
- Exercise: It took three years on Effexor before I felt like trying this -- but it's kept me going ever since. Trust me: regular exercise is the single best way I've found to prevent and treat depression.
Admitting you need help -- once you've done that, things do get easier . . . in time.