Stop drinking, try new things. Try drugs, go to a gay bar, go on a trip, talk to strangers, it doesn't really matter what you do as long as you try new things. You can also remove activities from your life; stop watching television and see what happens for example. You can also improve your diet and/or exercise for an overall better psychology.

Remember, depression is just a state of mind; it's not things that are sad, but your IMPRESSION of things that is sad; in other words, life is colorless and you see in black. Try new things and think differently. Depression is possible to beat. Don't expect to be the same person once you've done that though, in fact, that's exactly what you're trying to avoid, being the same.