Keep your expectations modest: Don’t get hung up on what the holidays are supposed to be like and how you’re supposed to feel.

Lean on your support system: If you’ve been depressed, you need a network of close friends and family during the holidays.

Don’t assume the worst: Don’t start the holiday season anticipating disaster.

Forget the unimportant stuff: Don’t run yourself ragged just to live up to a holiday tradition.

Volunteer: Try volunteering. You could really find some comfort from it.

Head off problems: Think about what people or situations trigger your holiday stress and figure out ways to avoid them.

Don’t overbook: People really need to pace themselves or they’ll get overwhelmed. So don’t say yes to every invitation.

Give yourself a break: This is not an easy time of year for a lot of people. Be gentle with yourself. It is the season of kindness and forgiveness. Save some of it for yourself.

Stick to a budget: The cost of holiday shopping mounts quickly and can make people feel out of control and anxious. So draw up a budget long before you actually start your shopping and stick to it.

Source: http://www.webmd.com/depression