I would say I don't have seasonal depression, I do live in a place that gets all seasons. There are a lot of different things that work for me that may not work for others. One of the best things that can be done is a cardio workout.
For my own personal self, the self medication that works the best for me is playing extremely competitive video games when I feel anxious or nervous. When playing video games I find myself able to focus and enjoy myself instead of worrying or feeling low.
Some days I need to play for extended periods of time, other days I don't need to play at all. Sleep is another issue for me as my body I think is very nocturnal or whatever that would be called, I naturally LOVE to stay up late!!!