One short term and immediate solution I've found is physical excersise. I try to get to the gym most days during the week. When I miss more than three or so days in a row, I find that my mood gets more melancholic and depressed.

But make sure you find a long term solution-- therapy like others have used. On a personal note, I'd advise to stay away from the therapists who just tell you "the power is within you" type of treatment. There is something to be said about acknowledging a higher power.... whatever you believe it to be...

__________________

Current:
2014 VW Tiguan SEL 4Motion 43,000 miles.

2016 Hyundai Santa Fe Sport (wife's).

Past:
2006 Jetta TDI 135,970 miles. Sold Nov. '13.
1995 E-320 Special Edition. 220,200 miles. Sold Sept. '07.
1987 190-E 16 valve. 153,000 miles. Sold Feb. '06.
1980 300-D 225,000 miles. Donated to the National Kidney Foundation.
1980 240-D manual, 297,500 miles. Totaled by inattentive driver.