People only fall into depression when they experienced very bad moments, something which caused them to feel really bad, down, and sad, and most probably it would be really difficult to pull them up from “hell”. If one of our friends are to fall into a similar state, I would probably encourage him to think more positive thoughts, think of his/her favorite movie, music, or food. Play more games to ‘distract’ them from the low state, and spend more time with them to understand them better and find better solutions to their problems.
For me, I deal with stress and negative feelings by listening to my favorite music, playing my favorite games, etc. However, I myself feel that I am more vulnerable to depression as my "weakened" health is affecting me both physically and emotionally.