One thing to remember about depression is that it's ok to ask for help. For people with medical depression, an imbalance in the brain's hormones can cause things to seem bleaker and more hopeless than they are. A good therapist will work with you to change the behaviour and state of mind without medication with all of the techniques mentioned in those comments.
Sleep, good diet, exercise, positive thinking, reframing negative thoughts as positive thoughts, support of loved ones.
Sometimes all you need is to remind yourself to smile or laugh, to be grateful in life, and to get off your butt. Sometimes we need a helping hand and modern medicine is another tool to help us take control of our brains.
