Cognitive therapy is the best thing I've tried so far. The therapist helps you to look at things more objectively and it helps re-frame your thought patterns, which in turn improves how you feel.
I've found that I physically have low energy and that if I accommodate that reality, I'm pretty happy and balanced. When I don't accommodate it -- by allowing myself to be dragged into a lot of activities outside my normal routine or beating myself up for not getting more done -- that's when I start the terrible downward spiral.
So I've learned to try to keep a low demand schedule and to just tell my brain to STFU when it starts in on me. It has been working reasonably well for the last several year, sans meds. I'm not against the idea of meds, but every one I've tried has just made me feel worse.
But I feel you. There was a while a few years back when my happy thought was stabbing myself in the chest. Couldn't pull a Cynthia Plath on my kids like that, though, you know?