My children all have depressive tendencies, as well. We lost our second child to suicide at age 28. Depression was definitely a factor and I'm often depressed about his depression and fearful that another child will do the same thing. It can be vicious. Anxiety about their anxiety and depression about their depression. Ugh.

I haven't been on any depression or anxiety meds for years now. I went for some additional counseling for a few months earlier this year, around the 10th anniversary of our son's suicide, and that was a big help.

Others have made some excellent suggestions. In my case, these things seem to help the most:

1. Professional counseling about the depression, our son's suicide, my feelings of guilt, ways to change my thinking, or just insights into humanity, when needed.
2. A wonderful, supportive spouse that understands when the depression hits, doesn't think I'm crazy or weak, and gives me space or extra love as needed. I'm sure it's hard for her to tell which I need, but she does a great job once she understands. I have to be man enough to admit my need from time to time, but I can't be a constant drain on her or others around me. They have lives and needs, too.
3. Open discussion with others from time to time. It actually helps me to counsel others about how to deal with depression. I remember to apply the right things to myself a little better. This can be with family, or friends/acquaintances who express interest in the topic. Sometimes it's actually better with acquaintances than with family as it is more likely to be about their needs and less about mine. Getting outside oneself and helping someone else is a great thing for depression.
4. Regular exercise. This can be extremely difficult to do - when you're depressed you don't want to do anything, least of all things that aren't "fun". I find have a regular schedule for exercise that I almost always do is best. I can sometimes keep up with a routine during the first phases of an oncoming episode of depression, but if I wait until the depression hits, I rarely have enough desire to get over the inertia.
5. Forgiving myself and letting me be me. Guilt over the suicide, over not being who I should be, over things I should or shouldn't have done in the past, or just pressure to be more perfect can easily trigger depression. There has to be a balance between loving oneself and the desire to be better. You can't just give up and not do anything - that will lead to more depression down the road - but you can't feel too guilty or pressured to the point where you just can't take it.
6. Service to others. As with point #3, above, getting away from ones own needs and helping someone else can have an immediate and sometimes lasting effect. This can be hard to do when the depression is worst, though. And having someone push me to do something is often very counterproductive. I have to choose it, myself, to be good for my depression.
6. Medication when it's needed. The study I've done on the topic has convinced me that it's not all in my head. I'm not crazy, I'm not weak; there's a chemical imbalance going on that needs some help to be corrected. Taking meds is not a sign of weakness; sometimes, it's necessary.
7. Diet. Some foods are clearly not good for my depression, and I don't feel as good about myself when I let myself go and eat anything I want. As with exercise, this can be hard when depressed. Comfort food is, well, comforting.