I'm all with elainevdw for the 3 basics that work.
Regular exercise
Healthy food
Cognitive behavioral therapy
Like picklepaws, I've suffered from ferocious depression and anxiety. What works? The 3 basics. Everyone has different ideas about healthy foods, appropriate exercise and ways of changing thought patterns. Stick with what feels right in your gut. If avoiding sugar helps, then do it. If getting more of something else helps, then do it. Just be really honest with yourself, do your research, and then go with your instincts.
In my case, I have digestive problems, too, so after being Veg for 15 years I took the next step and went Vegan. For me, that works. For others, another path might be better. I force myself outside, and morning light is really the best...it's the beginning of a new day, and you can follow that thread of beginnings to work into your cognitive therapy. Pat yourself on the back for your accomplishments, even if that's as basic as getting out of bed and brushing your teeth (there were days when that was all I could manage - but I did it!).
Finally, the best external factor is surrounding yourself with positive, encouraging people. Striking up a conversation with the smiling supermarket checker was sometimes the highlight of my day, because it drew me outside myself to see other possibilities.
Feel free to contact me if you need an ear to bend. =)
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