Exercise for Depression and Anxiety:
I am surprised to see that exercise is not mentioned in the list of remedies. It is a life saver. The ones that work best are high intensity low rep exercises that boost your serotonin levels. Do it in the morning to get most out of it.
I agree, I always feel great when I exercise. Article in today's New York Times about researchers at Princeton recently discovering that exercise creates new neuropathways in the brain. See - http://well.blogs.nytimes.com/2013/07/03/how-exercise-can-calm-anxiety/
The way I beat depression? Not medication, but Exercise, exercise, exercise. I had a bad bout of depression after my husband and I separated. Leading up to the separation, I went to the office every day and worked until 8pm every night. I had no energy to exercise or take care of myself. After we separated and I spent many a weekend laying around on the couch, I realized that my long hours with little energy left at the end of the day hurt my marriage. I returned to the gym and spent at least an hour a day exercising 4 times a week, either before or after the office. My depression diminished, my spirits rose, and I was able to handle the end to my marriage with grace.