I don't know if I'd call it coping or not, but I have a major depressive disorder and these are some things I find effective at battling it:
I have a very strict, healthy diet - Specifically, a high percentage of my diet is lean protein. And I avoid all processed foods, almost all sugars, salt, and alcohol like the poisons that they are. I only ever drink water except for a cup of black coffee in the morning and some plain herbal tea once in a while in the evening.
I run every other day - I stick to my running program like it's my religion. I run outside in the sun or rain and wind, not inside on a treadmill. It's a mood elevator that works better than any SSRI and it's free.
I strength train with free weights - being physically fit and feeling attractive makes a world of difference. When you are more comfortable in your own skin, you hate yourself a little bit less. Also, lifting weights increases testosterone, which makes you feel more able to handle daily life.
I do my best to avoid negativity in all of its forms - This is by far the most difficult. There are traps everywhere just waiting to send me reeling into regressive, self-destructive thinking and behavior.
I'm actively looking for something in this world that I actually want to do - Haven't found it yet.
The hardest thing in the world for me was to make the transition from simply feeling helpless to actually doing something to help myself. I had no help from anyone. I am 100% on my own in this fight, and if we're honest, we probably all are. The realization that nobody is going to help fix me forced me into taking action. It sucked at first. It's easier now.