Another way I try and cope with depressive episodes is to read inspirational books. One of the books I'm currently reading is Happiness: A Guide to Developing Life's Most Important Skill by Matthieu Ricard.
Richard is a Buddhist monk who "had a promising career in cellular genetics before leaving France to study Buddhism in the Himalayas thirty-five years ago. He is a bestselling author, translator, and photographer, and an active participant in current scientific research on the effects of meditation on the brain. He lives in Tibet and Nepal, where he is involved in a variety of humanitarian projects."
Ricard writes, "The search for happiness is not about looking at life through rose-colored glasses or blinding oneself to the pain and imperfections of the world. Nor is happiness a state of exaltation to be perpetuated at all costs; it is the purging of mental toxins, such as hatred and obsession, that literally poison the mind.
"It is also about learning how to put things in perspective and reduce the gap between appearances and reality. To that end we must acquire a better knowledge of how the mind works and a more accurate insight into the nature of things, for in its deepest sense, suffering is intimately linked to a misapprehension of the nature of reality."