I get severe depression now and then (OK, regularly). I have Bipolar I. I get "psychotic depression," which means in addition to depression there's voices, agitation, and paranoia.
Prayer helps tremendously. So does realizing that God will get you through this. Cling to Him, pray, read your Bible, fellowship (or come here...we're nice people). Medication...can help. From my extensive experience with psychiatry, I'd say avoid meds if at all possible, but do take it if you're approaching the breaking point. See what I'm saying? Pills can help with extreme mania, extreme depression, but if its milder than that, you're probably better off with non-medical intervention.
Get out there...or read. Reading helps me. There's even a name for that...bibliotherapy, I think. I find that non-fiction is better, because fiction often fills your head with the author's own morals and ideals. Non-fiction just expands your knowledge base and takes your mind off your own issues. Just my experience, of course; some people get better by digging into classic literature.
I hate to say it, but try to develop something of a Tragic Worldview. Our society likes to tell us that pain is bad and traumatizing, etc. I think a better, and probably more Christian, way of looking at it would be to say "OK. Pain is inevitable. Experience it, accept it, grow through it, bear it as best as I can." That's what's helped me go from doped up pill head to a more productive Christian on just 1-2 meds daily (Bipolar I patients regularly take 4+ meds, btw).
Meditation. I don't mean Eastern meditation, where you chill out and empty your mind. I know that gets a lot of good press these days, but I don't think its consistent with traditional Christianity. I think Christian meditation, where you examine parts of the Bible or reflect on your own life and the grace God has shown you, is probably more productive and constructive. I think the Catholic Church has a long tradition of all sorts of meditation. I'm not a big fan of Catholicism, but I mean--its up to you. Just know that its out there.
Hobbies. I'm hardly one to talk here, but hobbies are good. Writing, gardening, exercise, researching a favorite topic...all good.
I hope you feel better soon.