Can you share which books worked best for you regarding productivity and depression?
I would recommend for productivity Succeed: How We Can Reach Our Goals by Heidi Halverson and Switch: How to Change When Change is Hard by Chip and Dan Heath. The Procrastination by Piers Steel is also pretty good but lukeprog's summary of it on this site basically contains all the useful information.
For depression, Feeling Good: The New Mood Therapy by David Burns. I can't recommend this book enough.
Thus spake Eliezer:
It seems that many here might have outlandish ideas for ways of improving our lives. For instance, a recent post advocated installing really bright lights as a way to boost alertness and productivity. We should not adopt such hacks into our dogma until we're pretty sure they work; however, one way of knowing whether a crazy idea works is to try implementing it, and you may have more ideas than you're planning to implement.
So: please post all such lifehack ideas! Even if you haven't tried them, even if they seem unlikely to work. Post them separately, unless some other way would be more appropriate. If you've tried some idea and it hasn't worked, it would be useful to post that too.