I have been on almost every anti-depressant under the sun. None of them have helped me, if anything they make me feel like a puppet and I don't like that. So, I started finding hobbies. I've always been an artistic person, and although not being completely reliable, art has definitely helped. Go to your nearest hobby/craft store. Buy some yarn, teach yourself to knit, buy some paint, or any art media, and get into it. You don't have to be a good artist to be an artist. You don't have to think your good to make art. When Andy Warhol (famous artist) was critisized on his art, he would reply "Because I am an artist, and you and no one else in the world can tell me I'm not."
Just go around your hobby/craft store and shop around for something that may interest you. I have gotten into knitting (kinda boring though), but I've found knitting is the cheapest creative outlet, needles are as cheap as 2 dollars and yarn is about 3.50 for the good stuff. I made a mozaic for my frontyard, etc.etc. The possibilities are endless. I'm currently getting into felting wool. So, just do some research and get to your hobby store. Honestly I was in the same position as you were. I'd given up on anti-depressants and if I wasn't at work I was at home in my bed.
Doing crafty/artistic things gives you a creative outlet and can help you escape. You will also find that the self-graification is tremendous.
Art therapy is actually a field of work. They work in hospitals with children and adults. They also work in prisons. Statistics show that those with depression were dramatically uplifted after the therapy.
You can also try out your local herbal store for some herbal remedies for depression.