I suffer some horrible winter depression. Took some years to figure out why my mood went south each winter.
In addition to the good advice from others, I also found this device:
http://www.sleepwellbaby.com/index.a...PROD&ProdID=47
Can't get out of bed without it in the winter time.
I also recommend heavy cardio exercise. Like 20 - 25 miles a week of jogging.