Exercise helps. Simply going for a walk--the action of the heel striking the ground releases endorphins in the system activating your metabolism and gets things moving.
Of course, if you live in a bad neighborhood, this may not be a good idea.
But the general thing is to get up and get moving.
I've heard working out is one of the most helpful ways of helping depression. I did go to the gym for a month or two this year, and I felt less shitty then. Should go back >.>