If you've been depressed for more than two weeks, make an appointment with your doctor or therapist. Depression is a serious illness that deserves treatment.
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Ask a close friend to visit. Being around other people can help lift your spirits and leave you feeling not so alone.
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Get some exercise -- it's been found to ease symptoms of mild to moderate depression. Even though just getting out of bed right now may feel like bench-pressing 100 pounds, forcing yourself go outside for a walk -- or lifting some weights at the gym -- may improve your mood.
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Try to recognize the times that you sink into negative patterns of thought and consciously turn them around. If you find yourself thinking, "I can't do anything right," stop and make a list of all the things you've done well.