Things that work for me are: light box, vitamin B-12, going for a walk every day (even if it's short or if it's overcast and raining), and having lots of light on in the house. Lots of lamps, high wattage bulbs, etc. If my house if bright and cheerful, I feel really good, even if outside is dark.
I've noticed that some years are better than others too. This year, I only used my light box for about a month, but some years I've had to use it a lot more.