This is a pretty good list of things to do during these cold Winter months when parts of your depression fighting plan includes things like outdoor activities, and other things that you can’t do during the colder months.
http://psychcentral.com/blog/archives/2009/01/04/12-winter-depression-busters/
I’ve found a few of these to be good tools for myself, fighting off the lethargy that can sometimes take over when I’m not paying atention to myself during the Winter, specifically joining a gym, and forcing myself to get outside, and do things with friends.