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1. Walk to/from work. Get up, get dressed, walk around the block/a random route/through the park, then when you arrive back home start work. Same for finishing work. Exercise helps with depression, the routine helps structure your work life, and being away from the computer can help reboot your mind and marshal your thoughts. Hard at this time of the year, but great when the summer comes.
2. Go out for lunch. It makes me feel more connected to the work "buzz" to go out at lunch time to get something to eat, even on my own just queuing up with office workers at the sandwich shop.
3. Work on your social network (not social networking sites!). Put some effort into your social life (this probably applies more to men than women). Force yourself to get out the house in the evening a couple of times a week: go see a friend, perhaps join a gym or club. See if you can meet up with some friends, people you work with, or other home-based workers for lunch one day a month. We don't have the traditional office-based social life, so make up for it by being more sociable outside work.
4. Force yourself to take at least one day off a week. Everyone needs downtime. Everyone.
5. Make your own entertainment: wear your pants on your head (and nothing else) for an important conference call (works for me!).
I would say go stand outside for at least 10 minutes every hour to 90 minutes. The dwindling number of smokers get that sanity break, why not you? In order to not feel like I'm wasting that time, I usually walk while calling someone I havn't spoken to in a while. I'm getting exercise, fresh air, and networking all at the same time!
I typically split the work days up into palatable parts. Since I work 365/24/7, I'll do an hour here, an hour there. A few hours here, etc. I will not allow myself to become glued to this system for more than 3 hours at time, it is not healthy!
I go outside and talk on the phone while walking about. I'll go out and have lunch and/or dinner. But, I'm not a good example as I've been in recluse for the past couple of years. :)
Or, sit in your parked car with sunglasses and point a hair dryer at passing cars. See if they slow down.
I often feel very depressed
How is your diet? Check out the book The Paleo Diet. I personally feel better and have a lot more energy when I eat healthier and avoid processed foods. I really think that diet is probably the most controllable factor in mental health.
Do you have a pet? They can provide a lot of companionship.
Plus all of the standard things to lift your mood - exercise, sunshine, and social connections (clubs, volunteer work, social activities, etc.). If you are interested in alternative health you might add things like yoga, Feng Shui, Tai Chi, meditation, and massages.