If people experience this, my advice would be to meditate.
I know meditation may be viewed as something superstitious, but believe me, it works.
In order to do this, find a comfortable place that is quiet, soft and a place where you will like to sit for a long amount of time. When you are comfortable, begin to breathe slowly and deeply (but not too deep!). Slowly count your breaths all the way to 50 (only count the inhales). When you reach 50, you can keep going on to 100, or just relax in the silence of your mind. If you fall asleep, this is okay, but your goal isn't to fall asleep, it is to relax.
Meditate twice a day, get plenty of sunshine and keep some crystals in your pocket.
Clear Quartz is good for depression, and is mostly fairly cheap and easy to find (assuming there is a rock store or some sort of jewelry store around). It isn't specifically for stopping depression, but seeing as Quartz is a calm stone, it does help.
(Cleanse Quarts with sea salt and cool water. You can let it sit in the sea salt water over night or for an hour. Either way works)
Malachite is really good at absorbing negative energies (also a cause of depression) that surround you.
I don't know how easy Malachite is to buy/find or the price. Mine was given to me as a gift, and I never bothered looking for a price.
Also, it is a sensitive stone. It can chip, scratch or even crack rather easily. Just be careful with it.
(Cleanse it under cool water, as this will release the negative energies back into the Earth where it is taken care of)
Garnet is also a very good stone to have if you have depression. It welcomes positive energies to it and thus into you.
(Cleanse the garnet with water rarely. But seeing as it welcomes positive energy, it doesn't require cleansing very often)
The Universe is a big place. It knows what it is doing and it has yet to create a useless person. All things in it are special. The Universe loves you and will not abandon you. Keep the Fire burning!