There are a couple of books that have really helped me.
Mind over Mood, either 1'st or 2nd edition is fine. It's designed to be worked through on your own, but is also used in most Cognitive Behavioural Therapy groups here in Toronto. It addresses 2 issues depression and anxiety, so you pick the exercises that are relevant to you.
The Mindful Way through Depression, by Siegal et al. It's a good intro to mindfullness as well as practical help for depression.
I second Full Catastrophy Living. But I found when I was depressed, I couldn't concentrate on it enough to get through it - it's pretty dense. I like the easier to read "Wherever you go there you are." by Kabat-Zinn (Same author) as it's a kinder gentler intro to mindfulness.
splitimage
__________________
"I danced in the morning when the world was begun. I danced in the moon and the stars and the sun". From my favourite hymn.
"If you see the wonder in a fairy tale, you can take the future even if you fail." Abba