Besides my dog? Working out, eating right and trying to get enough sleep do seem to provide some benefits.
But, even though I know it'll make me feel better, I often don't have the motivation. Especially with the food thing. If my husband isn't going to be home for dinner, I rarely cook something good just for myself as it doesn't seem worth the effort.
Hobbies can also help, at least momentarily, to get your mind off of things. I enjoy reading and painting.
Reminding yourself that it's not your fault also helps. For most of my life, I believed it was all my fault and that I was fucked up inside because I'm a bad person, but I know now that's not true. I have also learned that there are actual reasons why I'm screwed up, and that it's okay to not be "perfect." This "mental breakthrough" has not cured my depression entirely, but I do feel that it's not as bad because in the back of mind, there is at least a shred of rationality to combat all the negative thoughts.
I came to that realization, in large part, because of something my husband said. He said that my mom treated me like I was an inconvenience.
I spent my entire childhood feeling that way; I never felt loved by my mother, and my dad became an alcoholic when I was 6. When I first told my mother I had depression, she screamed and yelled about how I was an ungrateful piece of shit. I developed anxiety so bad that I couldn't decide what to feed myself, and struggled with an eating disorder for a decade. No one ever acknowledged that my parents, and especially my mom, were part of the problem. My mom lied to everyone, doctors, therapists, family members. My dad was not a drunk; that was me making up stories. Mom never called me fat or told me she wished she never had be; I'm a liar. You get the picture. My entire existence was consistently invalidated by my mom because she refused to believe that my issues stemmed from anything other than the fact that I was not the daughter she wanted.
And when my husband said, "Your mother treats you like an inconvenience," for the first time in my life, someone else saw what I had lived with my whole life. Having someone validate your feelings (and your reality!) is really important.