I do well to have a project or something to anticipate. The best thing I did was go help somebody else. It got me out doing something positive which made me stop thinking about my own junk.
All the things they mention in web sites/magazines about beating depression work (exercise, friends, doing things even when you don't feel like it, counting your blessings, helping other people, getting more sunshine, etc). All of that works As Long as you're not too far gone. If you feel like you have the flu or like you're carrying a 200 lb sack of sorrow on your shoulders that you can't take off... It's a good idea to talk to a doctor. I don't recommend meds as the Only method or the first method...but if you need them---they can help you do the things outlined in the self help sections of books/magazines/websites.
I think counseling can be useful if the source of sadness is a result of something really old or resulting from a repetitive cycle of behaviors. I tend to trust Free counsel more (no financial gain from keeping you unwell). There is a nonprescription herb st jonswort that has been helpful for some. I used this because meds scared me. Caution: It can make you burn in sun easier and cause issues with birth control pills being effective.
Whether its meds or doing things differently, be open to change.
Web hugs!