I don't have a good answer. I suffer from depression and especially the whole seasonal thing.
I endure. I can think all the good shit I want but when I'm in it, I'm in it. Thinking about fluffy bunnies ain't gonna fix it.
I try to recognize where I am at. And I endure. Because I know eventually I will get past it.
Exercise does help. But for me, it has to involve the outdoors. Mtn biking has become my thing. It truly does change my attitude, even if it's for just a short time. Until I do the next ride, I endure.
Knowing someone is there helps too. If you need to talk, I am here.