Disclaimer: These things don't get one out of a depression, which is an extremely difficult, even impossible, task. But I've figured out that there are things that may help me somehow in moments of depression, and I would like to share them here.
1/ Clean the house. Because, a, you perspire, b, while cleaning the house you focus on cleaning the house instead of thinking negative thoughts, and c, afterwards the house's clean and while I can't say if it will help you, it does make me feel better.
2/ Take a walk. This works best when the sun's shining and there's fresh air. Spend some time in nature, if possible. Back then in Kristiansand I often walked to Ravnedalen. A park or a garden is OK.
3/ Read a book whose author or protagonist is like your kindred spirit or best friend. In my case, it's Anne's diary. However, avoid authors like Franz Kafka or Sylvia Plath, who only make your depression go from bad to worse.
4/ Take a bath or a shower. You may feel dirty or disgusting inside, but it still helps to wash away all the dirt outside. A hot bath is relaxing, too.
5/ Write. Put your thoughts on paper. You may burn or tear off everything afterwards, but try to write, try to articulate your feelings.
6/ Watch videos of something cute and adorable like babies and animals (cats, pandas, fennec foxes, puppies, chipmunks, etc.). Or play with a pet, if you have one (or more).
7/ Have some sort of interaction with human beings. Go somewhere with a friend/ some friends. If you're not in mood for talking or seeing anybody, which is often the case, sit in a place full of people and watch them. Just watch them.
8/ Do things you enjoy doing. Keep yourself occupied.
9/ Do something spontaneous. Eg: get on a bus and stop at a place you've never been to in your city.
(If I forgot anything, I'll update this entry later).
If you need more detailed and professional lists of things to do to battle depression, you can look at http://www.helpguide.org/mental/depression_tips.htm or http://www.wikihow.com/Cope-with-Depression or search for more on google. Unlike most sites I don't like to tell you to think of your past successes, to make a list of good things about yourself, to always find the positive side of everything, to think of unlucky people, to be grateful, etc, since I once in a while sink into depression myself and know exactly how it feels to be depressed and understand such advice never helps. You would only think, "yeah, if it's that easy then nobody in this world would have to struggle with depression any more- so theoretical". Maybe my list sounds theoretical too, especially considering that I am not feeling depressed at the moment. But, as written above, these things don't get one out of a depression. They only make me feel better while I'm dealing with depression. That's all.
Hope they're of any help to you.