I can't speak to the heartache, but ways to help alleviate depression and keep it at bay include:
Get enough sleep (7-9 hours per night for most people).
Make sure it is quality sleep. Snoring or sleep apnea is common and can rob your sleep of a lot of the quality you need. If you are waking up still tired and unrefreshed, you either aren't getting enough sleep, or you need to improve the quality of your sleep. You may need to see a sleep specialist for help with this.
Get in good physical shape - it is closely tied to your mental well-being. A good and balanced diet, and regular exercise will have you feeling better (they can also stave off the development of type II diabetes, which often goes hand in hand with depression).
Have more frequent sex with a loving partner - it releases mood-enhancing endorphins and oxytocin.
Develop a close friendship so you have someone you can talk to. Simply having someone you can talk to and unload will do wonders for you.
See your primary care doctor and get a complete physical (including bloodwork). Depression is often a symptom of a physical ailment, and may go away when the underlying physical problem is taken care of. It is also fairly common to have your glands/hormones out of whack, which can cause depression.
Have your doctor and/or pharmacist review any prescription medications you are taking, as some of them have mood altering side effects.
Your doctor may recommend that you see a mental health professional for evaluation and treatment. A routine of medication and/or therapy brings significant improvement to the majority of depression sufferers.