Saying that consulting some doctors nowadays unless they are private doctors can sometimes be more hassel than its worth.. they either dont give a *bleep* or they just subscribe you some prozac or refer you to a psychiatrist.
You can do many other things.. even if your just feeling down... you can do some of these.
1.) Take up a new hobby like learning to play a new instrument or even gardening.. well just something your interested in or thought i wouldnt mind trying that..
2.) Excercise (eg. Walking, Jog, Playing Badminton, Swimming, Dancing to your fave song) although you maybe feel like i cant be bothered and want to sit in the house all the time.. not only can excercise make you feel happier it will also help you sleep.
3.) I personaly find watching a good comedy.. or stand up comedian always perks me up a little. 
4.) Read a book or do a crossword to try and stop yourself from thinking about negative things and such.. although if you can deal with your negative thoughts or problems it would be much better.. but reading etc is a good way of escapeism till your ready to deal with it.
5.) have a goal. like getting yourself fitter for a holiday or loosing an inch from your waist.. which will also give you excercise 
or some other hobby or interest that you can set a date.. but this needs to be like a long term things (things that you aint gonna get done in a week) although if you've got a load of short goals like decorating the house.. or giving the house a good spring clean over a month or two
6.) Spend as little time as possible with people that are gonna depress you more lol and try not stay in the same place for a large amount of time (get out more)
Heres some more from a site i just googled.
1) Stop Your Negative Thoughts
If you have a problem stopping obsessive thinking, get an eye patch and patch your right eye. Patching your right eye will shut down the left hemisphere of your brain and the negative, obsessive thinking. It is better than a glass of wine.
2) Zip Up Your Central Meridian
Your central meridian is the energy pathway that runs from your pubic bone to your bottom lip. It can act like a radio receiver if it is not zipped up, picking up negative energies and vibes of others around you. Zip it up by imagining zipping up a zipper that runs up this pathway.
3) Go for a Walk Every Day
Walking will increase your endorphins, which lifts your mood. Walking also activates your energy flows to cross from left to right, right to left. A healthy crossover flow of energy lifts your mood 40-60%.
4) Refer to Your Depression in a Healthier Way
Refer to your depression as an experience that you are having that can be healed, rather than an identity you are stuck in. Your "I am's" define your identity and keep you stuck with more of what you don't want. A healthier way of referring to your experience of depression is to say: "I am experiencing the condition of depression, and it is healing."
5) Believe That You Can Get Well
Your belief creates your reality. If you doubt and fear, you may never get well. If you believe you can and will, you call it forth in your life. Consider the possibility that one of the higher purposes of your depression was to allow you the experience of healing it to graduate you into more of your true magnificence
