Write
Write down your feelings. Journal about it. Write a letter to someone, even if you never mail it. Write a story. Just get it out on paper or computer however you can. I have an actress friend who writes monologues about her feelings, then uses them in class exercises. By writing about how we feel, we identify and amplify the hurt, which takes away its power over us, much like turning on a light in a dark closet. Take away the mystery, and you take away the power. Visit a professional therapist, and this is the first thing they will ask you to do; talk about how you feel.
List
How many times have you told someone you're feeling down, only to have them say, "But you have so much to be thankful for"? Don't you want to slap them silly? I do. But they're actually on to something. Making a simple list of things in your life that you appreciate has healing power that will surprise you. Try it. List as many things as you can, even small things. Good health. A special friend. A great book you're reading. Great sex you had. A song you like. Anything that makes you happy. The results will surprise you. This exercise has worked for AA members for years, and it can work for you.
Cry
Yep, that's right. Cry. Let it out. Society frowns on grief and outward expression of sadness. We're supposed to be tough, suck it up, get over it. Yeah, fine, we will. RIght after we have a nice emotional dump. Indulge yourself for 10 minutes and let it rip, by God. We all do it, so set aside the shame and help yourself feel better.
Walk
Not long ago I went through a very difficult time in my work, and the only thing that got me through it were the walks I took every day. I walked like a madman through my neighborhood, sometimes slowly and quietly, other times STOMP STOMP STOMP in anger as I daydreamed about pummeling my new asshole bosses. My neighbors probably thought I was crazy, but I didn't care. It worked. Leave your little den of sadness and go move your body. Work up a sweat and flush all those emotional toxins from your body. You'll feel better and might even lose some weight (I lost almost ten pounds in a month!).
Call
We tend to avoid people when we're depressed, which only adds to our isolation and depression. So reach out and touch someone. Don't worry if you're down; you don't have to mention it, and if it's a good friend, they'll probably pick up on it, anyway. You can talk about it with them if you like, and they'll be grateful that you chose them for support. Or just talk about anything else. Just making a human connection with someone will help you feel better, no matter what you discuss.
Help
I've never tried this, but my sister once thwarted a blue day by going to a soup kitchen near her home and volunteering for an hour or two. She just walked in and said, I have some free time, what can I do to help? Her therapist had told her that we can fight depression by focusing on others, so that was her way of doing so. And guess what? It worked. By the time she left, she felt great, and now she volunteers there on a regular basis. If this seems daunting, consider helping out at a local animal shelter. Even if you have to clean poop from cages for an hour, it's hard to stay depressed around puppies and kittens.
Abstain
It's natural to want to self-medicate when we're bummed out, but I'll reiterate what you already know: booze and drugs make you feel better at first, but a hell of a lot worse when you come down. Hey, I know you want to go out and get shit-faced after a rotten day. I've been there and have done so many times. But then you wake up feeling so much worse the next day that you really need to ask yourself if it's worth it. Alcohol (and pot, oxy, etc) are called depressants for a reason, and they're the last thing you need if you're already depressed. So try to avoid them, and you won't wake up with even more things to feel bad about.
OnMyList
List your pants off!