What I have found over the years, is that what I really want when I'm depressed is to eat vast quantities of food.
The food doesn't have to be rich and fattening, but there has to be A LOT of it. So I keep plenty of very low-calorie vegetables in the fridge and freezer and let myself go crazy. ..... I will literally be stuffed to the gills, but I'll only have consumed a few hundred VERY HEALTHY calories. And after all the cooking, cleaning and EATING, whatever set me off will usually have passed. And I won't have regret to add to my problems.
This is actually great advice. However, in addition to being addicted to certain foods (sweets, primarily), I am also addicted to the activity of eating
So, when I start eating as Katydid does, there's hardly an end to it; it lasts all day and into the night. Even though it's all healthy, McDougall-style food, a healthy binge can sometimes lead to an unhealthy one.
That old feeling of miserable fullness reminds me of the bad old days when I was full of SAD food, and I'm tempted to keep going. I'll start adding in problem foods like cereal, bagels, and the like. I'm better off stopping myself before I go too far.
I prove to myself pretty much every weekend that I'm still a compulsive eater and always will be.
When I become conscious of what I'm doing, I try to stop, even if it means going to bed early.