Type O Negative - Slow, Deep, and Hard
Best anti-woman album I have, it is hilarious how misogynous it is.
I went through my bit of depression when I was 18, and what helped me was a lot of metal, and a lot of sleep. Not oversleeping, but when I felt real down, I would take a nap for an hour or so, then wake up and listen to more music. Happy go lucky would make me more depressed, but something real even sounding, emotional wise.
Exercise is definitely a way to help balance body, spirit, and mind. Eating healthy as well, being healthy means feeling healthy.
The only kind of drinking I would engage in to help is moderate social drinking, as in an enjoyable party/bar atmosphere. Solo drinking is a big no-no for depression.