One of the most simple, yet powerful, ways to fight depression is physical exercise.   Exercise can help stabilize brain chemistry, increase energy, improve overall health and wellbeing, and improve self-confidence.  All of these benefits, and others, can help individuals who are depressed to recover. 

Exercise can also be a powerful prevention strategy: both to prevent depression in those who have not been afflicted with it; and to prevent depressive relapse in those who have experienced one or more depressive episodes. 

Many articles online contain helpful insights  and suggestions that can help you get started.     The PDF below contains descriptions and links to some of the best resources online on this topic:

PDF - Online Articles on Exercise and Depression   

Weight training, stretching, and yoga have also been shown to be effective in fighting depression.  For best results, develop a balanced program.  For beginners, walking (with periods of rest) is probably the best and easiest place to start - especially if you walk outside with a friend, which also gives you the benefit of sunlight and socialization - two more depression-fighters.

The work of James Blumenthal, PhD., and other researchers at Duke University, has been particularly influential for more than a decade now in establishing scientifically the benefits of exercise for fighting depression.   See links to their original research here:

PDF - Online Articles on Exercise Research at Duke University

Blumenthal's team established in 1999 that 30 minutes of moderate aerobic exercise, performed 3 times a week, are as helpful in fighting depression as antidepressant treatment. In 2000, they learned that depression relapse rates are significantly lower for those who exercise - 8% relapse rate for exercisers, as compared with 38% of those on antidepressants, or a surprising 31% of those both taking antidepressants and exercising. This was a surprise to the researchers, who had believed the "combination" group would do best, since they were receiving the benefit of both kinds of treatment. Ultimately, they observed that the "exercise-only" group got not only physical but also psychological benefit from the exercise - being able to say "I got myself better - and I know how to keep myself better" - whereas those receiving antidepressants attributed their recovery to something outside themselves, over which they had no direct control. Recently (2007) the Duke team did another study, to see if individuals exercising at home experienced as much benefit as those supervised directly in a research environment. The numbers came out close - supervised participants experienced slightly more benefit (perhaps because of the social support and coaching.) However, home exercisers also showed good results.

Exercise for depression is economical. It requires no prescription costs, no visits to the pharmacy or the doctor (except perhaps for an initial check-up), and no expensive equipment. It has no negative side effects (unlike many antidepressants). Instead, it has many positive side effects - affecting every system and organ in the body, powerfully improving both mental and physical wellness. It is one of the cheapest but more effective strategies for fighting depression.

It's best to start small - perhaps with a short walk with rest periods the first few days. As your physical endurance improves over time, so will your mood. So put on your walking shoes, and get started today!