On of the best studied interventions for increasing happiness and thus help with issues like depression are gratitude exercises.
With a few friends I just started a group where everyone posts an audio message into a "What's up" before going to sleep about 5 good things that happened to him the last day. I'm just at day one, but I would expect the exercise to be very beneficial for both increasing happiness and creating group cohesion/friendships among LessWrong Meetup participants.
Bragging may be more useful. I came up with that idea after reading this: http://slatestarcodex.com/2014/08/16/burdens/
If depressed people feel like burdens on others i.e. have low self-worth,self-esteem, it may be better to boost that than to feel lucky.
I mean, I always had this opinion, I felt good about myself, why would I have a reason to feel bad about anything? To feel still worthless but lucky - which gratitude exercises may cause - does not sound like fixing it. The opposite extreme, feeling worthy and great but unlucky, would sound quite cool to m...
For a site extremely focused on fixing bad thinking patterns, I've noticed a bizarre lack of discussion here. Considering the high correlation between intelligence and mental illness, you'd think it would be a bigger topic.
I personally suffer from Generalized Anxiety Disorder and a very tame panic disorder. Most of this is focused on financial and academic things, but I will also get panicky about social interaction, responsibilities, and things that happened in the past that seriously shouldn't bother me. I have an almost amusing response to anxiety that is basically my brain panicking and telling me to go hide under my desk.
I know lukeprog and Alicorn managed to fight off a good deal of their issues in this area and wrote up how, but I don't think enough has been done. They mostly dealt with depression. What about rational schizophrenics and phobics and bipolar people? It's difficult to find anxiety advice that goes beyond "do yoga while watching the sunrise!" Pop psych isn't very helpful. I think LessWrong could be. What's mental illness but a wrongness in the head?
Mental illness seems to be worse to intelligent people than your typical biases, honestly. Hiding under my desk is even less useful than, say, appealing to authority during an argument. At least the latter has the potential to be useful. I know it's limiting me, and starting cycles of avoidance, and so much more. And my mental illness isn't even that bad! Trying to be rational and successful when schizophrenic sounds like a Sisyphusian nightmare.
I'm not fighting my difficulties nearly well enough to feel qualified to author my own posts. Hearing from people who are managing is more likely to help. If nothing else, maybe a Rational Support Group would be a lot of fun.