Sadgirlygirl – I have heard that reading Chovos Halevavos Shaar Habitachon can be very helpful for depression. The first time I read it, I found it to be a real eye-opener, and I think it can be very helpful, although you might need other things as well. You can find it in english.
I also find that developing a good support system and social life as well as getting fresh air and sunshine and taking walks (in the fresh air and sunshine) can be very helpful. Getting enough sleep is CRUCIAL! I believe that I read that when people complained to Rav Avigdor Miller about depression, he said that the first thing you need to do is to make sure to get 8 hours of sleep a night and that will cure most problems.
Getting enough to eat also helps. And a little bit of chocolate doesn’t hurt either!
Basically, the most important thing is to take care of oneself through sleep, rest, eating properly, exercise, fresh air and sunshine, social life and Ruchnius.
Hatzlacha Rabba! Please keep us updated on how it goes and what helped (if you want to)