I don't think there's a universal cure to depression. I mean, there are quite a lot of reasons why people feel depressed, there are different levels of depression, everyone has different attitudes and personalities to begin with, and everyone lives under different circumstances. Each of those factors will play a role in determining how to get rid of whatever is making someone depressed.
For example, the stress that a small child feels for dropping his ice cream cone may be as severe as someone who just got fired from their job, but clearly both situations have different solutions. Or consider someone who has trouble finding a boyfriend/girlfriend. That person may be as depressed as someone who is suffering from a physical illness, but again both cases require a different approach.
In those cases there's a clear and definite reason why someone may feel stressed and/or depressed and there is a clear solution as well. But what about when the solution is not immediately possible? Maybe the ice cream truck has just left, or the job market is bad, or someone just can't seem to find a significant other, or there is no accessible cure for the illness? Things get even more complex when the problem itself is not clear. Maybe there are multiple reasons that are simultaneously making someone feel stressed (and no one issue is the clear culprit); maybe someone just feels dissatisfied in general with their circumstances or accomplishments in their life. And then things get really difficult when someone feels that their problems have no solution (such as when dealing with the loss of a loved one, financial difficulties, a terminal disease, etc).
With all that in mind I once again claim that there's no universal solution to stress and depression. I think the most universal necessities for dealing with stress and depression are the patience to cope with the bad times while they last (it helps to keep in mind that there are hardly many problems that are permanent), and the intelligence to pinpoint the problem and find a viable solution. As for problems with no apparent solution?, I guess that one must rely on loved ones, religion (if you are a person of faith), and even professional psychological help if necessary.
I guess some specific suggestions would be to engage in some sort of physical activity (sports, exercise, etc) or hobby (there are tons, including reading, videogames, art, etc). Keep in mind that everyone has problems. Hopefully this helps keep things in perspective so that you don't feel like you're the only one suffering in the world (as sometimes it feels like that's the case). Talk to people who care and understand. This is easier said than done of course, since it's sometimes difficult to actually find people who both care and understand one's problems. These suggestions mostly help with the patience aspect that I mentioned earlier though (a very necessary part of coping to be sure). Be careful not to rely on these distractions as a means to deal with your stress. It's easy to get addicted to something that gives you a momentary satisfaction yet does not actually solve your problem. To actually solve one's problems one needs to use their intelligence to pinpoint and find a viable solution (and then having the courage and strength, if not luck, to actually follow through) as the final steps for getting rid of one's stress and depression.
Remember though, that overcoming stress and depression is not easy. It means dealing with obviously important personal, if not at-large, problems. Once you find and follow through with a solution to whatever is giving you stress and depression then you should rest easy and enjoy your accomplishment
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and if you don't find a solution to your depression and stress then I'm afraid you're screwed
