I'm not clinically depressed, so here is what works for me as I take life one day at a time, getting through all these disappointments that have hit me this past 1 1/2 years.
First, I tell myself that I don't want to feel like this, then summon up the strength within and tell myself that a good life is to be had, and I'm going to have a piece of it.
Then, I make a plan. I take the most bothersome thing and break it down into parts to be dealt with one at a time. This is with stuff like student loans and things that must be accomplished. One defaulted cuz I'm a dumb ass.
With grieving, I let it happen and talk about it a lot with whoever I feel cares enough to listen. It helps a lot.
With family putting on pressure to attend meetings, I drop the subject and let it die.
Very important to add to your everyday life, no matter what mental condition you find yourself in: EXERCIZE! Become an adrenalin junkie doing what you love to do most (as long as you're physically able).
Don't feel like doing it (mood-wise)? DO IT ANYWAY!
Eat well, too.
Get help for depression, if it just seems that nothing works and hasn't worked for a while.
I hope that you find what works to help you to feel better.