Coping with major depression and dysthymia

There are many kinds of treatment for depression, they can be complementary

Treatments
The combination of psychotherapy and antidepressants is often considered the most effective treatment for depression.

Psychotherapy

 * Cognitive Behavioral Therapy (CBT)
 * Behavioral Therapy
 * Acceptance and Commitment Therapy (ACT)
 * Mindfulness-based Cognitive Therapy (MBCT)
 * Interpersonal psychotherapy
 * Psychoanalysis
 * Psychodynamic psychotherapy

Medication

 * Antidepressants
 * St John's wort

Supplements

 * SAMe
 * Omega-3

Medical therapies for resistant depression

 * Eletroconvulsive therapy
 * Deep brain stimulation
 * Repetitive transcranial magnetic stimulation

Activities and habits

 * Regular sleep patterns
 * Exercise

Helping others

 * Depression: Supporting a family member or friend
 * Helping a Depressed Person
 * 9 Best Ways to Support Someone with Depression
 * 10 Things to Say (and 10 Not to Say) to Someone With Depression
 * How Can I Help a Friend Who Seems Depressed?

Links

 * Depression treatments sorted by effectiveness ratings - CureTogether
 * Management of depression - Wikipedia
 * Methods for Coping with Depression - Psychological self-help
 * Tips for coping with depression - Aware
 * 8 Helpful Websites For Coping With Depression - Huffington Post