I hate to copypasta, but I wrote a fairly long answer to Scott's post on depression treatments a few months back that I believe will serve as something like an answer on what didn't work coming from my own personal experience.

Somethings not mentioned in copypasta below that off the top of my head are the most salient: 

• Mudita - I needed to stop being a hater. Just being happy for people when they did well at something was a lot better than the "I could be doing X-like stuff too but..." (even if whatever came after that conjunction was true it's just better to be happy for people).
• There's some truth to depressive realism. Sometimes people will encourage you to take too much of a polyannaish view of something, and it feels egodystonic for a good reason -- often it's wrong.
• You can accept the reasons why you're depressed and as the aphorism goes "accept the things you cannot change, and change the things you can."
• Focus on being less self-centered and more other-centered and useful to other people.
• I needed to re-evaluate my self-image, in a comment 171 kind of way. I needed to end a certain kind of self-loathing. I needed to hear this (starting with the three images that are the most important images in human history around 4:20). [Content warning - sex and gender related].
• The transformation of anger. It's okay to feel angry in response to injustice and mistreatment , it's not okay to stay angry for a long time. [Again, content warning and I don't necessarily agree with all tactics advocated in that video -- just the overall point] Find a way to channel anger - a project, exercise, something constructive. (This is also works well for fear and grief, I've found.)
• Needed to recognize the distal reasons for proximate urges and re-evaluate the situation in light of "does the distal reason for this still make sense in the current year and my current situation?"

I was also in psychotherapy for many years. I still see a psychiatrist a few times a year for medication, and I went to a lot of support groups (and may start going again once the pandemic is less of a concern). Exercise, meditation and sleep are also very good.  

Copypasta: 

Scott - spent sometime thinking about this. Hope you see this comment. This is post is good advice for a general audience, but have some suggestions. Specifically, there is (1) some *other-optimizing* and (2) a lack of *referent power* in respect to understanding the experience of someone similar who had recovered from depression. Somewhat ironically, I thought of your 2014 post "Should you reverse any advice you hear?" when I was reading these 2021 guidelines for fighting depression. https://slatestarcodex.com/2014/03/24/should-you-reverse-any-advice-you-hear/

I was depressed, with some punctuation, from about 17 to 34 (I'm 41 now). I'm familiar with just about everything on this list and some of it is advice that worked for me. Much of it, however, is advice that made things worse or made me feel worse because it didn't work for me (made me feel like that much more of an oddball and an outsider because the most evidenced-based treatment wasn't taking).

So, let me start with CBT. I have a strong hunch from a lot of experience with therapists doing CBT, and people it worked well for (that are not me), that an ideal patient for CBT thinks verbally and internally expresses beliefs verbally.

I would often describe an experience to a CBT therapist, and she would say something like "let's change that thought!" It took me several months to figure out what she meant by that. It made sense when I realized she was working from a framework where she assumed that I had talked to myself in my head and made a verbal argument in my head expressing a belief (in her CBT language, a "thought") and that she wanted to me change/challenge that belief/thought. That's completely reasonable to me, but in my mind there is a vast difference between what I experience as thoughts and what I experience as beliefs.

Prior to seeing her, I had been meditating for several years and I thought what she meant was something like what I had experienced in meditation. In meditation sometimes I could observe a thought forming (which I would describe more as an abstract meaningful concept, but generally not something mentally articulated using in words) and with some very significant effort and practice I could catch the constituent pieces and prevent them from assembling, or re-assemble them or ignore them altogether.

Anyway, because I had that experience in meditation and because the language of CBT is somewhat orthogonal to mine, I thought what she was saying was "most people can fairly effortlessly change thoughts as they're arising (as I just described them) but in your case you're only able to do this after months of practicing meditation." Like I said, eventually I realized she wasn't saying that, but that conceptual barrier took a long time to overcome.

At the very least, it would have been good for me for the CBT therapists I saw, and literature I read, to early and often formally define what they mean by "a thought" because the common CBT usage of the term is so counter-intuitive to me.

There's also the issue of personality fit. In my experience that biggest factor here is expecting low-consciousness depressed people to behave like high-consciousness depressed people. Consciousness as a construct was one of the most useful things for me to understand because it's was like "ohh, there's some people that are just naturally prone to following schedules and being orderly and timely and stuff. That all just comes easier to them and they seem to enjoy it." Solitaire suddenly made sense to me--it's a game that you would like if you like following rules and sorting things on your own. But, I don't think I could ever enjoy Solitaire unless I had nothing else to possibly do.

I wish there was something like consciousness-aware therapeutic methods where it wasn't like "the way for you to get better is to rigorously follow these new habits and be more disciplined" because that was always an immediate turn off to me. I wanted to retort, "well, but there were times in my life that I wasn't depressed as I wasn't doing these things, so why are these necessary conditions for me to get better?" but I didn't want to seem rude so I never did. But, I still basically have that question.

I do value discipline and habits more than I used to, but I try to be parsimonious about discipline--meaning only be as disciplined as I need to be to accomplish what I want to do, and no more than that.

But, I think the advice of "Hey! Good news! We can cure your depression and the way to do it is for you to become way more disciplined!" probably goes over better with medium-to-high consciousness, but less so for other people.

In my experience, for the odd ducks, the key to treating depression and similar mental illnesses is referent power, by which I mean finding someone who is like you that experiences depression (or anxiety or whatever) in a similar way to you and to learn from their successes and mistakes. It's possible that therapists can tailor treatment in this way and I just never encountered someone who was able to do that for me.

To be fair, this has been a problem in other areas of my life where I just learn differently than other people and I've come to expect it and just have to be like "well, some of this may be helpful, but at the end of the day I'll just need to figure this out myself." It was that way for me and depression.

You may also want to consider some of the long-term stigma associated with certain treatments. I'm very lucky and very fortunate that I've never been inpatient (I know people who have, and many of them are scarred mentally and reputationally) and that I've never had a particularly stigmatizing procedure preformed on me.

What I see here and what I've seen other documents say is something like "if none of this works for you there's always ECT!" Yeah... ECT will very likely make you feel less depressed, but you may find it will stigmatize and limit you in other ways.

My job doesn't require a security clearance, but I know contractors and government employees who require them. I've been told (perhaps this is an exaggeration) that seeing a therapist or taking a psychiatric medication is a red flag (likely because it's something potentially embarrassing that could be used to blackmail you). Given that, I can't imagine what shade of red ECT would illicit on that kind of background check, but I think it would be logical to consider things like that before seeking it as a treatment option.

To say nothing of like... maybe you're dating someone for a long time and it's going really really great. Then you meet their parents and after some amount of time they find out you had ECT preformed and your would-be mother-in-law is weirded out by this because she saw One Flew Over The Cuckoo's Nest and it becomes a thing. I know that sounds a bit far-fetched, but I'm things like it happen often.

So, bottom lines.

Some more attention given to individual differences would make this a much better document. I'm less aware of the research on this related to depression, but would be very interested to know what's out there.

Consider referent power. Support groups and meeting other depressed people may be useful here for those that are interested.

Lastly, consider the externality of stigma from psychiatric treatment. Stigma alone shouldn't be a deciding factor, but should be part of the cost-benefit analysis.

Maybe strength training? It made a big difference for me, and I wouldn't have expected that going in.

The key is to do it regularly, even if you don't do a lot; ten minutes every other day is fine, and you can do it at home with bodyweight or resistance cables.

(Meditation is also great, but I assume most LWers will have thought of that.)

There are over dozen articles with the "depression" tag, but I am not sure how to find out which ones of them the readers "have not considered strongly enough". Maybe if we made a list of them, and then a survey asking people which one have they tried (and what was the result).

There was a recent survey about many things, including depression, on Astral Codex Ten. I am not sure where the results can be found.

If I tried to guess, the most efficient treatment of depression that many LessWrong readers would nonetheless avoid is "finding Jesus (and joining a religious community)".

Though, given the high levels of akrasia, I wouldn't be too surprised if "I am depressed, I have read about X and it seemed like a great idea, no I haven't actually tried X myself" would actually be true for most values of X.

Socializing in general might be somewhat overlooked, but especially going out of your usual social circle, as I expect many readers to match the stereotype of an aspie that hangs out with other aspies.

This can of course backfire, but if we talking "may not have considered strongly enough" - that one is worth considering imo.

[Disclaimer: although I felt very bad at the moment, I have never sough mental medical advise/treatment (something which I think is quite common). Therefore, I was never diagnosed of depression.]

Relocate. I know it is much easier said than done, but sometimes the chance just arises at the right moment. I guess that in a large community the chances for someone to be able to do it are quite high.

I left home, country, family and friends for 10 months for an study exchange (Erasmus) and it was a game changer. If you are lucky and with a bit of work, you even get to "choose" the people you interact with --and that most likely after some time will become friends-- probably making you feel more connected to your friends in the future.

Since then I've been abroad for more than 10 years. I didn't come back home for any period longer than ~6 months and sometimes being back has been challenging. This is because it is easy to slide back to old routines and behaviours and, therefore, feelings. However, and this is very important, when I did mentally prepare to avoid sliding back, it has been much better. By mentally preparing I mean just to think on the usual issues you had, and plan how to avoid, prevent or manage them. I then try to recall those thoughts from time to time when I'm actually back.

Having something that makes the experience of being back very different also works for me. Whenever my girlfriend has come (including the ~6 months period) all dynamics have naturally changed and I have felt very well (even though I think every time she's came I have forgotten to mentally prepare before the visit). 

I don't think distance is what is significant but the fact that you are in an unknown and new environment. However, distance helps to make it difficult not to come back for a significant period of time, which helps you develop and settle in a new and happier mental state. I suspect that the fact of being in a country where a different language is spoken may also help because the environmental change is dramatically more significant.

I ignore if this is scientifically tested in any way. I do recall it mentioned in this 80000h podcast. So my advise would be not to plan a relocation only as a therapy against depression --although it doesn't seem uncommon for people to relocate just to escape their environment; indeed it played a significant role in my decision. Rather, if you have the opportunity, the curiosity or just the will, I encourage you to try it and I think this will contribute significantly to improve your well-being.

I would add a general comment here: a relocation is also a good chance to change something one does not like of himself, e.g. stop smoking, change a particular behaviour. Often these behaviours are (at least partly) triggered by environmental clues that are altered when you move, making it much easier (this does not make it easy, though!) to modify them... If you have previously mentally prepared!

I hope it helps.

Head trauma can result in depression. Osteopaths I know are confident that they can treat depression caused by head trauma successfully by working on the head. 

I was subclinically depressed, acquired some bupropion from Canada, and it's been extremely worthwhile.

If you are male, androgens.

Healthygamer just launched a product which probably has high overlap in target audience. It also might require filtering for ontological disagreements part of the content but is pretty conducive for insight candidates. If you haven't Indiad your problem yet that could be an easy way.

Zembrin