Mad-dog has some good advice there. I'm afraid my own advice is tailored to my own personal experience but here goes:
Golden rule #1: If your depression is caused/fueled by a drug, do not fool yourself into thinking it can be fixed by a drug. Prescribed by a doctor or otherwise. It can't.
Examine your situation logically with attention to the details no one else can see. But not too carefully. You may not like what you find. Weigh each up according to how serious a threat it is to your well being and deal with them in that order. Don't be deterred by the fact that it's never that simple. Of course it isn't. But you still have to try to approach it logically.
If a girl/guy lies at the center of your well of depression, do what you can to forget them. Not easy, i know, but you have to ask yourself: "Will my own self sacrifice earn their respect? Or attention? Or pitty?" Pitty, maybe, but otherwise a whole lotta contempt. And then you're forgotten...
If there's parental factors in the equation, and a general sense of hatred to the world that gave you bad genes, then... er... Actually how do you get over that one?
There's a lot more that i can't find words for. But mad=dog's point about it all being personal is 100% true. So it's all a little vague and rhetorical. But the last bit of advice is applicable to all: don't be afraid to talk about it. Friends, family, IWers, co-workers. All have advice that can be beneficial to your recovery. Just be mindful and observe the reactions of whoever you choose to talk to. You'll know if their advice is worth listening to.