So this question is more difficult than most, and my answer's going to be unusual, simply because I've promised to always be honest.
For me, there are two things I've found that help me manage / cope with my depression.
The first is talking about mental health to and with other people. For example, going to my former secondary school to talk to a class of students about mental health. That kind of stuff keeps me going! I'd say helping other people is the most effective way I've found to treat both my anxiety and my depression.
The second thing is CBT (Cognitive Behavioural Therapy). As I'm writing this, I'm mid-way through a series of 6 sessions of CBT for anxiety and depression, and it's honestly working wonders. I'll talk more about this in another post though, so I'll not talk about it too much in this post other than to say that prior to starting, I was cynical regarding CBT. I'm now incredibly grateful to my GP for referring me, and I'd absolutely recommend it. Of course, everyone is different and it may not work for you as it has for me, but it's worth a shot, right?