I've had periods of depression throughout my life where I just feel down and lost about where to go in my life - it mainly comes from a frustration of feeling stuck in being unable to find a good full time job and a relationship, so there are definitely feelings of loneliness and frustration that boil to the surface sometimes. This tends to creep up during periods of my life that are particularly uneventful and which I grow increasingly isolated from friends and society in general. At its core it stems from my shyness and anxiety issues - though I often feel like I've made great strides in these areas, sometimes I feel like I regress back into these old feelings in certain situations.. I nearly had a panic attack when my cousin informed me he'd like me to be the best man at his wedding heh..
I try to make a point to get out of the house, hang with friends on occasion even if I initially feel I have to push myself to do it, try and be productive, and take care of myself mentally and physically by working out, relaxation techniques, and I've even made a point to cut way back on my drinking lately. These steps usually help somewhat. I can't say that my depression has ever reached a critical level but it does occasionally near a point where I feel things could potentially get out of hand if I don't take care of myself.
Not even sure what the point of my rambling is other than it feels a bit therapeutic to me as I usually keep things bottled up :P