I probably totally know where you're coming from. As I believe I've said before, I get brutal SAD in the winter and pretty much end up feeling the same way your describing. As such, I don't know if I'd be the best person to be giving out advice, but some things I've personally noticed:
-St. John's Wort. I'm 90% convinced it's all a placebo, but it seems to work for me. As does Rescue Remedy. The thing I should point out is that I don't really get depressed as much as I get really bad anxiety and get pretty angry for no reason (which I bottle up inside since I know it's totally irrational). I imagine that at some points I feel like a claustrophobic person might if they were locked in a closet. These things help me deal with that more than anything else.
-I don't have a problem with drinking, but then again 95% of the time I'm drinking it's in a social setting. That alone makes me feel better, but were I to be just drinking by myself I imagine it wouldn't help at all. I think the main thing is just not upsetting your usual routine too much (unless you're doing so to do something legitimately productive since that's going to make you feel better in and of itself). If you really feel like drinking maybe meet up with a friend or two and get bombed. Fun is always good, and you'll probably get it out of your system without having to sit in a dark room by yourself reflecting on whatever it is that has you down.
-Smoking. It's a huge contradiction. When you quit and you start again it's usually because that sweet nicotine makes you feel so much better. Yet, the second that smoke is done you feel like a huge failure for smoking at all. Quiting is totally one of those productive things I was talking about, but you only really start to feel good about it after a week or so...up untill then it fucking sucks. Still, it's a goal and it's an external factor that you can pin a lot of your depression on while you're quitting. You can trick yourself into thinking that the whole reason you feel so shitty is becuase you're going through withdrawl, and two weeks down the road when you feel like you've actually beaten it you'll hopefully start to think that you've kind of beaten everything. Aslo, it doesn't hurt to not be spending that money. Quitnet.com is actually pretty good for their little service that calculates how much money you've saved (and other things) in real time.
-I've read that a lot of really good writers, artists, poets, and other creative people claim that they are at their absolute best when depressed. Maybe try to produce something. It doesn't work for me, I just end up brooding and getting anxious (I haven't touched my school books in just over a month), but it could for you.
-Work out or run. It actually does help a lot because of the endorphins released.
-What I like to do a lot is take like an hour each day, throw some earphones in, get a coffee or something, and just walk around (usually unpopulated areas). I don't think about anything important at all, but usually just zone out.
Yeah...and stuff. Holy fuck this cat is driving me crazy.