Depression tends to take people into the dark places of their own minds. Consequently, any form of meditation that is basically about stilling your mind and noticing your thoughts, will not help. There are times when noticing that you are thinking in a depressive way will be useful, but it can easily reinforce the experience. Further, depression tends to undermine concentration and create feelings of apathy and pointlessness, which can make some meditations technically very difficult.
On the whole, meditation that takes you out of yourself is the most useful. Techniques with the potential to distract, and inspire can help shift a mood while anything that makes you more self aware can perpetuate it.
I recommend deliberate concentration on something other than the self. Anything you like will work. It could be a houseplant or the view from a window, an oracle card, an object – natural or created. Skies, landscapes, birdsong, the feel of grass under your hand. Whatever appeals to you.
Then simply sit with it and pay it a lot of attention. Notice the details, let those details fill your thoughts. If your mind derails you, just take a few deep breaths and go back to what you were doing, or let your attention shift to some other external thing. Do it for as long as you feel comfortable.
In this way, the benefits of slowing down are available without the hazards of introspection.
Physical meditation practices, and recorded visualisations and pathworkings are also worth a thought. I wouldn’t recommend trying to do visualisation from books as the odds are you won’t have the concentration, but a friendly voice on a CD will keep you on track if you want to do something more creative with your brain.
Don’t push yourself into anything that doesn’t feel right. Being gentle with yourself is very often essential for getting out of a depressive hole, any pressure to ‘be spiritual’ or ‘be disciplined’ about something uncomfortable can leave you feeling worse off, not better.