One thing that I've found helpful is doing the atkins diet.
I started doing it to help with weight loss, however what is keeping me on it, is I find that Carbs make me depressed! Whenever I went off my diet, I noticed a return of my depression/fatigue very quickly.
If anyone is interested you can visit the atkins site at www.atkins.com
There is a lot of controversy out there regarding this way of eating, so I sugest you do a lot of research before trying it.
It's helped me deal with my depression in a huge way and I hope that by pointing this out, to help someone else.