I can't support this enough. I'd add laying off alcohol. I haven't been diagnosed with depression but I can get in a serious funk if I haven't been exercising, sleeping enough, eating right, or if I've been drinking too much. Again this isn't a one size fits all cure for depression but it's worth a shot.
I always wished I was one of those people who loved working out. Some folks comment on how miserable they feel if they don't work out for a few days. I feel AWESOME if I get that much time free to relax and just enjoy myself and not feel obligated to work out :)
I bike commute and also work out before work every day, but I can't say it has a particularly large effect on my mood.
My darkest days were long before I drank; then again, adolescence is a particularly hard time anyway.
