Participate in activities that make you feel good about yourself and that you enjoy.
While you're depressed, try to avoid making any major life decisions. If you have to, ask a trusted friend or family member for help.
Don't drink alcohol or take unprescribed drugs, as either can cause serious interactions with antidepressant medication, and can exacerbate depression.
Get as much exercise as possible -- at least 30 minutes four to six times a week.