I'm curious to know if anyone that suffers from depression has ever looked at their diet and made changes in their diet to help combat the illness. I'm a big believer that proper diet and exercise helps almost everything and that a bad diet and/or lack of exercise can actually cause or exacerbate many common illnesses and afflictions.
Probably everyone, to be honest. Diet and exercise are the first two things that every medical professional will recommend to anyone suffering from depression.
Diet generally has a limited effect, but it's useful in the sense that making sure that your diet is good eliminates a bunch of other problems that can exacerbate the condition. If you're depressed, you want to make sure that you're only dealing with the one health issue instead of also having nutritional deficits. It's also an easy win, and succeeding at something can be useful for depressed people.
Exercise has a bunch of effects that are helpful. Short term it can stimulate the body to generate chemicals that can make you feel a little better, or at least not as bad. Long term (like several months) it can provide overall changes to brain chemistry. It also just feels better to be fit than it does to be a fat blob on the couch, so again it's about removing extraneous things that can contribute to depression.
It specifically has to be aerobic exercise, and you need to get your heart rate up and breathing hard. General recommendation is 15-20 minutes. It can be difficult for depressed people to do this (for reasons I'll go into below), but working on a schedule to exercise every day and building up from a few minutes initially to the desired target is helpful. As a depressed person, it's important to learn to rely on schedules instead of your innate need to get things done (because you don't have one).
The problem with doing exercise for depressed people is that your brain can literally screw with you. I've been exercising for a few months now, so I can do 20-40 minutes without any real problem at all. However, I've been modifying my medication which has resulted in a few days where my mood is significantly lower. On those days exercise is damn near impossible. I know that I'm physically capable of it, my muscles haven't changed since the day before, but after only a couple of minutes my brain is screaming at me that I'm exhausted. My limbs feel heavy and limp, and just start straight up not doing what they're told. It's incredibly annoying and quite demonstrative of the power that the brain has over the body.
So you're right, diet and exercise are things that can't hurt and may help. Every depressed person can and should be trying to optimise their diet and fitness.
However, with anything beyond mild depression they are expected to be incremental gains that work to support other therapies. And people with more severe or atypical depression may not see any gains at all. Personally, I find that exercise has not had an impact on my mood, which has led my psychologist to recently recommend further testing as it is contrary to the pattern of improvement that he expects. It's nice being fit and strong, don't get me wrong, it just doesn't seem to affect whatever my particular brain is doing or has wrong with it.
My greatest gains have come from medication, but that's not particularly desirable. There's a bunch of side effects, and it's essentially brute forcing my brain into approximating a correct chemistry. It's also somewhat trial and error, which can be quite dangerous as I can end up with days where I'm worse than with no medication. There's also induced tolerance and interactions between the drugs to consider which makes it very difficult. Not recommended unless you have professional support, are confident that you're sufficiently educated yourself to appreciate what you're doing, or are just plain desperate.
I should mention however, that if you're depressed and finding it hard to get your exercise done, you may consider using common, legal drugs to aid you. Nicotine and caffeine are legal and easily available, and can be very useful if used carefully and mindfully.
High doses of caffeine (100-300mg) can be excellent for improving your ability to exercise. Beware that you may suffer headaches during or after, and that if you have anxiety it almost certainly will increase this. But the caffeine will stimulate your concentration and willpower, and should increase your desire to move your body while suppressing that erroneous exhaustion from your brain.
Nicotine is available as cigarettes or in a variety of pure forms as smoking cessation aid (patches, lozenges, etc). The pure forms are relatively unaddictive, about as much as caffeine. It is a mild stimulant with less side effects than caffeine (for me, anyway). However the effect is subtle and slow to build. Cigarettes have a much more immediate effect, but are worse for your health in general and are addictive. However they provide more of a rush that you may find useful for spurring yourself into action. Some of the other compounds in cigarettes may also have a mild anti-depressant effect, which can be useful if you're desperate enough to consider chronic smoking. I don't recommend it, but YMMV.
Apologies Johnny, there's a lot of stuff that's not directed at what you posted, but it was a useful starting point for me to share some of the information that I've gained that may be of use to others.