Alone in my house or out with a friend. Pulling weeds is nice, and so is digging in the dirt. If you are worried about responses from critical neighbors, go for a drive and sing as loud as you want in the car. There's something about the physical act of singing old favorites that's very soothing. Maybe the rhythmic breathing that singing enforces does something for you too.
Lullabies are especially good.
Pick a small easy task, like sweeping the floor, and do it. If you can meditate, it's really helpful. But when you're really down you may not be able to meditate. Your ability to meditate will return when the depression lifts. If you are unable to meditate, find some comforting reading and read it out loud.