I suffer from depression and it can be a really debilitating condition. My advice to anybody is to tell people that you are suffering.
Its really tough to do so...you create a mask in order to hide it. I don't know why, perhaps its the stigma, perhaps its the misconceptions about others thinking you are 'mental' and could turn at any second. The fact is that its a very personal illness until you take the step to admit it. From personal experience, actually admitting it is the hardest, yet the best thing that you can do...as the admission makes you feel so much better than than the depression makes you feel bad.
There are also some things that you can do without medication. Exercise releases endorphins and seratonin, and any exercise helps. I try to run a couple of miles per day and even though I am a long way off the London 2012 Olympics I feel better when I exercise regularly. Sunlight is also a good thing, as I always feel better when there is a bright sunny day, winter or summer (not a good thing if you live in Oldham!!)
On the down side, alcohol is a major no no. It is a depressant and actually ends up lowering your mood. Not only that, but you also have to cope with the problems of a hangover!! Also, if you are feeling down, then try and get out of the house. Its easy to say that daytime TV is depressing, but if you get out and interact with people then it does help to raise your mood. You may find places and interests that you never knew you had - Museums, Art Galleries, Rambling in the moors, window shopping?
Finally, don't expect to "snap out of it" and don't allow people to tell you that you will "snap out". Many people did with me and I believed them, and when I didn't I was even more down.
If you admit it, and make positive steps then you have made some progress. Some progress leads to more progress etc etc.
Gary, like Robert Enke before him tragically seemed to have let their masks cover their illness.
If you think you have a friend displaying any symptoms of depression please talk to them. Dont force them to admit their illness, as they will withdraw, but let them know you are there.
And don't blame it on supporting Oldham...we could be Stockport County fans....