I went through a serious depression back when my most serious girlfriend killed herself, and really there isn't any one panacea. It takes a lot of mental strength, the strength that most people don't have.
What I did, was I forced myself to go out with my friends, and start socialising again. It was the best decesion I've ever made, and the depression lasted a full month, which was FOREVER to someone whos used to being the happiest person ever.

Get out more, do stuff you normally wouldnt do, and just forget about the depression.