Reddit reviews Darkness Visible: A Memoir of Madness

For workbooks, I recommend one on Dialectic Behavioral Therapy (DBT), which I've found very helpful and which is recommended for a variety of emotional issues. This one looks really good:

https://www.amazon.com/Dialectical-Behavior-Therapy-Skills-Workbook/dp/1572245131/

Mindfulness meditation can be helpful with emotional issues. It doesn't have to be used as a spiritual practice, but can be viewed as a tool to keep you focused on the here and now and prevent ruminating. There are lots of apps and recordings that you can use available online. I haven't used it yet, but recently found Meditation Studio, which was listed as one of Time's 50 best apps of the year:

https://itunes.apple.com/us/app/meditation-studio-guided-meditations/

Personally, I've used the UCLA Mindfulness Awareness Center's recordings, which can be found here:

http://marc.ucla.edu/mindful-meditations

As well as their weekly podcasts, found here:

http://marc.ucla.edu/meditation-at-the-hammer

Both have been helpful to me with depression and anxiety.

For insights into what depression feels like, I highly recommend William Styron's memoir, Darkness Visible.

https://www.amazon.com/Darkness-Visible-William-Clark-Styron-ebook/dp/B00BBPVYUS/

Unlike the other resources I mentioned, this book doesn't provide practical help but it describes what depression feels like from the inside.