Girlfriend. She makes me happy, even though I sometimes don't show it when I'm depressed, but I'm happy inside and it takes a while for it to set in.
Also music, and I used to listen (and still do, I guess) to depressive songs when I'm upset or anything, but she would sometimes tell me to listen to happy music, which in my case is Korpiklaani (how can you not smile while listening to it?), so that makes me happy, and then it makes me think of her, so it's a win/win.
Not sure what else. Video games usually make it worse now-a-day, but that's probably due to my 360 freezing every while. Other than that, I don't know what else works. It's hard for most people to cheer me up.
Edit: Lifting weights works, but that's just fix that just gets me so tired that I don't even want to think; just shower and lay down after.