Try something else. Different situations call for different approaches. Keep your mind open - try something you've always wanted to do, but have been hesitant about for whatever reason. Any form of exercise tends to work well.
Go to a doctor. Seriously, whatever kind of depression it is, they can help. If you find the right treatment, meds don't interfere with your mind or make you someone different, they just get rid of the stuff you don't like. You just have to be ready to work on finding the right one, sometimes it takes a while to find something that works the way you want it to, and you have to be able to tell your doctor you don't like what you are taking and want to try something else.
It's like Bodybuilding; you can't keep doing the same exercise or else your body will get use to it. I never stick to the same routine in the gym for more than 3 months. Keep changing it up. Music, movies, work out, writing, art, walking, talking, learn to play music or play music if you already know how, study successful people who went through what you're going through and emulate what they did to get over it and become successful. Video games, look at other parts of the world and see how bad they have it. When I'm feeling down, I remember that there's people in this world who have it 100 times harder than me so it forces me to appreciate what I have and I'm not so down anymore.
You never know how strong you are until being strong is the only choice you have. I was put in that position and I found a ton of ways to deal with it.
Listen to music as a release. I love drawing things to get my mind distracted. If you're feeling down often, however, you should find someone to talk to about your feelings. That is the healthy way to deal with your problems.