Well, over the years I've learned to recognize when I'm feeling down. Its pretty easy to see when you've spent a little time rationally thinking about why you feel a certain way at a particular moment. Works for other states of mind, whether happy, angry, etc. "Why am I feeling like this right now?"

If I'm feeling down, which can lead to depression, I notice my thoughts orient to going over events that I found embarrassing all the way back to my childhood. They also revolve around thoughts about missed opportunities, breakups with old girlfriends, etc.

All of this self analysis only takes a couple of minutes for me once I realize I'm in a state of mind I don't like being in. Self recognition is the first major and important step.

Once I've cataloged why I'm feeling down, then usually the first step is just to take a deep breath. Extra oxygen does wonders to help clear the mind. From there, it can vary.

I'll usually turn around what had me depressed in my head and look at it from other angles. That girlfriend? Remember the crap she did that made me want to part company. That embarrassing situation? Realize it was only embarrassing to me and that no one else noticed, or think about what I did and internalize why I shouldn't do that again. You basically want to objectively analyze the things that are getting you down and find their silver linings.

A very practical thing that I've done numerous times is to look at http://cuteoverload.com. Simply doing something that causes my brain to release endorphins immediately is INCREDIBLY helpful.

I'm not a very active physical person, i.e. I don't exercise anywhere near as much as I should. However, lots of you folks are active and so exercise is another great alternative. Go for a run, or just take a walk. Get yourself out of whatever physical surroundings you're in and just go somewhere else. Doesn't matter where. Back when I was in my early 20s and could run a couple miles without breaking a sweat, I loved the euphoria you get from physical exercise. Too bad I don't have an addictive personality. It would have really helped me stay in shape. =)

Hope some of this helps.