Sparkly – I think you will like this. I heard a story about a college professor whose student came to speak to him. The student told him that he is very depressed. The professor gave him a copy of Chovos Halevavos (Duties of the Heart), Shaar Habitachon (Gate of Trust) and suggested he read it. He made sure to add that this wasn’t necessarily meant to take the place of therapy. The student read it and made a full recovery.
Basically, it helps you realize how much Hashem loves you and how important you are. I think the root of depression is often a lack of a realization of one’s own importance.