Here are some things, from my experience, that may help:
It's the simple things that can help more than you realize.
Sleep is extremely important. A good mattress can improve your life ten times over, if your experience is like mine. You sleep easier, longer and/or deeper, so you wake up more rested, you block out the unwanted easier and enjoy more the good things.
Cutting out cable/satellite, Netflix, Hulu, et cetera, or changing what you're watching, helps a lot; more time to sleep and start/finish a hobby, and less intake of Subversive Media. Also, save money - if you cancel it - to spend on your hobby.
Similarly, don't be a Phone Zombie. Your eyes will thank you, if nothing else.
Turn off as many power sources as possible, before you try to sleep. The lack of buzzing, the negative effect of the current on your mind and body, and the light from your surge protector or battery indicator, et cetera, will help you sleep.
Finding the right music helps a lot of people; older and/or more obscure bands tend to put more effort into it.
Try to spend more time outside - out of the city. Your lungs will think you. Then, everything else will. Less noise, too; you can sort everything out and find what's really most important to you.
Most people don't hydrate enough, and not all water's the same taste or health quality. I always felt dehydrated but could never drink enough when I tried, until I started buying better water. Tap water is almost undrinkable around here. Cut out soda, et cetera, and you'll feel better in the long run. It's also easier to lose weight, that way. Unless you're under 20, when your metabolism is at its peak, you can't hydrate well and stay in shape by sucking down sodas. If you are, you can get the improved taste you want by buying better water. Theoretically, that would also apply to using better water in soda but you'd have to make your own.
What you eat can make a big difference; eat better - not just more or less.
For some reason, reading comedic takes *by someone who had it* on what depression is can be helpful to a lot of people. "Hyperbole and a Half" has a great web-comic blog, which covered the issue a couple times, as the cartoonist/blogger behind it went through it. "Strange Planet" is also great, not because it deals with depression but per se but because it's just a great web-comic that's very relateable to just about anyone.