Yep, totally in the same boat, and I don't mind sharing what's worked for me.
I have SAD that can sometimes become a full-brown depression, but also have had SOME very severe depressive episodes off-season (like this past summer.) It took me until my early twenties to realize and (and confirm with a diagnosis) that I had been pretty seriously depressed every winter since I was about 12 or so - I didn't really have a perspective of what normalcy felt like. After a decade I realized that my mood was totally bottoming out at the same time as we received the least amount of daylight, and peaked in the summer.
To combat the winter blues, I use a blue-light spectrum box every day at work from September onward. It's one of those folding lights that is about the size of a paperback book, and I put it on for an hour in the morning, angled towards my eyes, as I'm checking my email and sipping tea. (I'm told that the blue light reflects on my face and makes me look neon blue when people pass by my cube - it's generated a lot of strange looks! However, I feel much better when I'm using it regularly.)
In the past year I've started taking Vitamin D after learning that I was deficient - according to my doctor, most of us Pacific Northwesterners probably are low in D.
Exercise on a daily basis helps tremendously, and I think that's a big reason why I did not suffer from SAD at all last year when my boyfriend and I were in the habit of going to the gym every day - and partly why my mental health totally crashed when I got too busy (and tired) for regular exercise.
To add to all that - for many years I took antidepressants during the fall/winter/early Spring, and I'm doing so again this year since I had such a severe low this summer. I'm on a low dose antidepressant and also a sleeping medication, because I've always been a poor sleeper and this year went into full-blown insomnia. I'm able to function much, much better when I am well rested.