"mindfulness" also helps me when I start to sense a feeling of intense anxiety or panic.. if I can catch the very beginning and think quickly to start using the mindfulness thing... it often (though not always - I have to note that) does help in keeping it from getting so bad or really getting started.

What you mention about being deliberately aware of depression and then taking proactive steps in trying to cope with it at the start... yesterday, for example, I had a intense period of suicidal ideation.  I have and have been having suicidal thoughts quite frequently lately.

In the midst of this circling of thought in my head, I reached out to a friend and a friend comforted me and then got me out of the house and treated me to lunch and walked me through some errands I needed to get done but had no intent on doing.  Later, when my daughter and neice arrived home, still feeling low, I had them outside cleaning up the porch areas and decided I'd go and help - get out - get sunshine - get some exercise, etc..  so, I did.  Like you said - distraction.

I got through yesterday, thankfully and slept better actually.

I can't say that it would work again today if all were to become similar, or tomorrow. 

Yet, I got through yesterday and at the end of the day... I accomplished some errands and got the outside looking a bit better... and even bought 2 small baskets of mums to brighten up the place. 

PLUS, I got to spend the afternoon with 2 young chattering girls.  Something I wouldn't of done had I given into what I thought earlier.

Distraction, doing the opposite of what I felt like doing, telling myself I won't give in to it today, my dear friend when I absolutely needed one, young ones, and some mums... helped.