I struggle with depression generally and northern winters just used to finish me off. I've used one of those SAD lights and yes, they do work.
But I don't need it any more, I take high doses of vit D3 (10,000iu, which was found to be safe in a major piece of research, which I will hunt out) and 5-HTP in the winter. Can buy them both from Holland and Barratt.
Have stopped dreading winter as a result, I'm fine now. The vit D3 has the added bonus of helping you fight off colds etc and there's some suggestion it provides some protection from certain cancers.