For instance: the pastor at my former church admitted that he had minimal experience with depression, but that his door was always open, if I ever needed to talk. When I had a really, really nasty day a few weeks ago (although I am much better now - thanks Jesus - I still occasionally have the BAD day), a woman from my current church offered to go for a walk with me in my neighbourhood. It was drizzly that day but it was something I needed! Also, a few years ago another woman who used to be in a Bible study group I attend (who has also suffered similar mental health issues including an eating disorder like me) bought me a book on a series of meditations on the Psalms. Once again, this small gesture helped immensely.
I have also facilitated groups for people suffering depression and highly recommend physical activity. I have not had a severe depressive episode since I started running five years ago and wonder what difference this would have made when I had depression. When my mood is off a run or cycle downtown is wonderful MEDICINE!!! :)
P.S. The 'trite' comments that were mentioned earlier are the WORST things you can say to someone who is depressed.