move on and try a new therapist and/or new medication.
communicate to your therapist that it's not helping and that you need them to change the route they take with you, or that you need references to find a new therapist altogether. talk to your doctor and tell them the meds aren't helping at all anymore.
switch up your life; pick up a new hobby, make a new friends, etc. change it so you can get some new endorphins flowing that'll help give you a better mental and emotional base to work off of.
do things that please you, but are also healthy. exercise, socialising, drawing, music, etc.
keep yourself from dwelling and dropping further into depression, basically fighting all you can to recover
lots of work, really!! it sucks but hopefully it'll help. even if it didn't work before, trying again doesn't hurt a thing.
Willpower. That's honestly the only thing I can really say. Medication made me feel many times worse, and therapy was a waste of my time. As a result, when I feel really down, I do my best to ignore it. It's by no means the ideal method of dealing with it, but it's simple and it works for me.
There are literally hundreds, if not thousands of different medications to try, and there are tens of thousands of different medication combinations that can work for you.
I know it's a lot of busy work, but different therapies and medication combinations can help. It's just a matter of finding the right ones.
The first medication I was on made me horribly sick and didn't work at all. On top of being anxious, I was also very nauseated and losing hair. I switched to a different medication and it did wonders for me! I agree with others. If you want to go to medication route, you have lots of options! One medication may work for some, but not for others, as in my case. My mom was on the same medication I was and it worked for her wonderfully.
James gave you some good advice! To add to that... try relaxation and taking time out to do something that you like for even just a few minutes daily to reduce your stress levels. Stress seems to be a big issue with my depression and anxiety, so I try to keep mine to a minimum!
Wow. I like what the other members have posted here. All very good ideas and tips.
Personally, Ben, I have been struggling with depression, anxiety and some other issues since 2006. I was in a serious motorcycle wreck in August of that year, and realistically, I should have been killed. Between the physical trauma and TBI (Traumatic Brain Injury) it ****ed me up pretty good. There was a lot more going on than just getting wiped out by a drunk, which I won't get into here unless it seems relevant later on.
I would suggest meditation. I was happily surprised at how much this helped me. It's not my place to recommend HOW you meditate because it works differently for different people. But I would suggest you do a bit of research into meditating and try it.
I really like the replies where they suggested trying new medications and new therapists. I've tried over a dozen medications and am currently looking for my 5th therapist. Being patient with this process isn't easy, but if you can manage it, focus your efforts on finding the therapist that you are comfortable with. They want to help you. If they aren't helping, then they should try to help you find someone who will.