An old favorite program of mine is MoodGym — an Internet-based intervention program from Australian National University.
This is an educational program in which users read short modules on helping themselves with depression and take periodic rating scales in order to assess how they are progressing.
It is free and open to all comers.
Although tailored to Australia (with some pretty funny looking graphics and wording choices for us Americans) I really like it. I encourage my clients to use it. Even if you don’t see a therapist — trying this program out has got to be far better than doing nothing to help yourself.
I stumbled upon a recent study in The Journal of Affective Disorders showing the results of a large study utilizing this program with adolescents. It looks like participants who adhered to the program more closely did better with their depression afterwards (no surprise).
Anyway — MoodGym is worth a look when you get a chance.
Also check out the more comprehensive program eCouch — which handles other problems as well including anxiety.