Reddit reviews Overcoming Depression: A Self-Help Guide Using Cognitive Behavioral Techniques

I've found Cognitive Behavioural Therapy effective. From what I understand, it's effective for depression and/or addiction. It can be with a therapist (1-to-1 or in a group), or self-driven. Speak to your doc or maybe start with a self-help resource such as this:
http://www.amazon.com/gp/aw/d/0465015085/ref=mp_s_a_1_4?qid=1419757505&sr=8-4&pi=AC_SX110_SY165_QL70

Computer-based therapy such as Shade(tm) is available if you've got access to a PC, e.g.
http://ihelpcbt.com/programs/shade/

A walk outside can help, even if you don't feel like it.

Seconded. Go to the doctors' and explain, they can refer you or find your own CBT (Cognitive Behavioural Therapy) specialist. Be specific on this. They may recommend medication, though I'd read up on it first here, and here
Good Luck

Whatever you do, do NOT read existentialist books.

All that will do is reinforce and rationalize your own depressed thinking. Existentialism is rationalized depression.

Try something with actually proven CBT psychological theory. Like "Overcoming Depression" by Paul Gilbert.

Or if you want something a bit more philosophical, try "The Denial of Death." In a way, it also is existentialist and reinforces the depressive premise, but it also describes the way out, through transcending the individual self. That book is what turned me from a depressive libertarian to a happy ethnonationalist.