When I am feeling depressed, I am feeling like sludge, and I have a headache, do you know what I do to feel one hundred percent better? I go workout! The best workout for me is swimming. When I swim, I bring down my body temperature, I improve my breathing immensely, and I get to clear my mind completely.
However, if you do not have access to a swimming pool, then what about your local jogging track. Jogging or even walking is a great way to clear your mind, and feel much better. When we exercise, we release endorphins from our brains, and this really helps us to feel better. Usually, our body releases endorphins after hard, vigorous exercise. This is why after a really hard workout, you will often times feel a sense of euphoria. Welcome to endorphins my friend!
If you absolutely cannot go out due to your depression, then I would recommend that you do several workouts at home. The first thing you can do is get a set of barbells, and start to pump some iron. When you lift weights, think about your problems, and you will feel them slowly start to melt away as your weights make you stronger.
Another thing that you can do at home is push-ups and sit-ups. This is actually a good way for you to relieve some stress. After trying out these different workouts, I will be very surprised if it does not help you to feel better about yourself instantly.