Whenever I feel depressed or stressed out, one of the things I usually do is to workout. Sitting around doing nothing is N/A for me. Even just thirty minutes of exercise instantly lifts my mood. Studies show that exercise is clearly associated with mental-health benefits and that it is an antidote to depression. Moderate exercise lowers blood pressure levels which results in a more positive outlook.
If you do not want to hit the gym or do not have money for it, just do some brisk walking, jogging, ride a bicycle, swim, and lift weights. Another important thing is to breathe slowly and deeply since this also helps in relieving stress.