What are some ways to get out of a bout of depression?

One thing that really helps me is to go out for a very long walk. Sometimes, it just doesn't feel like it's helping, but I always feel at least slightly better after it. I may still feel miserable but then I focus on how I feel that little bit better. Most of the time, I do feel a lot better. Something might happen that takes my mind off things or I walk a little of the anxiety out.