I really agree anything that takes your total concentration is great for helping to snap out of depression. Depression I view mostly as a cyclone of shittiness in mental feelings, which seems to feed back on itself (as does happiness).

Other things that I find get me out of whatever I was thinking before: Driving (especially fast, or fun roads), shooting a gun, Starcraft / RTS games (at least if you want to win).

I think there's also something for repetitive actions, such as jogging or running, which kind of slowly lull you out of your current thinking.