- There's a time and place to be sad, and that's a set time every day. [tikkun hatzot to the best of my knowledge -- or reciting Shema Yisrael before sleep] Any other time but that set time, you should be happy and drive away any depressing thoughts whatsoever. Especially right after that appointed time, it's important to be full of joy.
- Any depressing thoughts should be driven away whether they come during the regular course of the day or during prayers/learning -- simply because it isn't the appointed time. The very act of driving those thoughts away rather than dwelling on them should bring you joy, because it is the fulfillment of an important mitzwah and is a praiseworthy act in itself.
I think that these two points were novel ideas that changed my life years ago, and returning to them encourages and strengthens me even more.
In short: don't hide from depression, deal with it, but only in a controlled setting. This can grow out into a general lesson applicable across all walks of life.
As a final note, I'll just say that this is the essence of Hassidut phrased in the negative -- there's another, different, positive framing, that's for another time, when I know and understand more.