I've never had 'major' depression but I have had milder forms which usually go away after a while (though I've had some short periods of meds too). I find that it happens when:
1) I've had a lot of stress over a period of time. I manage to get through it just fine, then boom - I feel depressed when I've made it through. I read that it happens like that because lots of stress changes your body chemistry and you end up running on adrenaline and things get out of balance in your brain.
2) Too much time alone, especially if I'm not physically active. I have to force myself to get out of the house, and exercise. I also force myself to get off the computer.
3) Too many unmet goals. Nothing makes me feel worse than when I have several things that didn't get accomplished, goals I didn't meet, etc. I actually read about a connection between goal setting and depression. Bottom line - don't have unrealistic expectations. Acheive them or take them off the list.
I also find that when I drink (love my wine!) and eat lots of sugary/and or refined-carby foods things are much worse. So if I'm in a funk, I cut all of that out and it really helps.
The couple of times in my life where I've gotten to the point that it didn't just go away after a few weeks even though I've tried all my tricks, and I'm looking like a slob and not shaving my legs - then I go to the doctor.