"Nobody has suffered more from low spirits than I have done — so I feel for you. 1st. Live as well as you dare. 2nd. Go into the shower-bath with a small quantity of water at a temperature low enough to give you a slight sensation of cold, 75° or 80°. 3rd. Amusing books. 4th. Short views of human life — not further than dinner or tea. 5th. Be as busy as you can. 6th. See as much as you can of those friends who respect and like you. 7th. And of those acquaintances who amuse you. 8th. Make no secret of low spirits to your friends, but talk of them freely — they are always worse for dignified concealment. 9th. Attend to the effects tea and coffee produce upon you. 10th. Compare your lot with that of other people. 11th. Don't expect too much from human life — a sorry business at the best. 12th. Avoid poetry, dramatic representations (except comedy), music, serious novels, melancholy sentimental people, and everything likely to excite feeling or emotion not ending in active benevolence. 13th. Do good, and endeavour to please everybody of every degree. 14th. Be as much as you can in the open air without fatigue. 15th. Make the room where you commonly sit, gay and pleasant. 16th. Struggle by little and little against idleness. 17th. Don't be too severe upon yourself, or underrate yourself, but do yourself justice. 18th. Keep good blazing fires. 19th. Be firm and constant in the exercise of rational religion. 20th. Believe me, dear Lady Georgiana, Very truly yours."
The Revd Sydney Smith to Lady Morpeth, February 16, 1820
I doubt these would cure major depression, but otherwise sound advice. Personally I've found nos. 3 to 7 to be particularly beneficial.
(And what a great song "Feeling good" is! I have yet to hear a version I don't love.)