Yoga, in particular, is a wonderful method for bringing your mental, emotional and physical self out of the darkness and into the light. It can help bring positive emotions and feelings to the surface. In a comfortable, seated position, think of cheerful, light moments in your past or of situations that you long to experience, such as resting on a beach on a beautiful tropical island, riding in a convertible on a sunny day, laughing with your best friend, mother or significant other.
Visualization is also essential.
See yourself swimming in crystal blue water or finishing that race you've always wanted to run. These positive thoughts warm you from the inside out. When you feel that you can't escape the harshness of winter, step back and create your personal comfort zone. If you have a fireplace, sit close to it and allow the heat to melt the edge off the season, and the light to awaken your hibernating happiness. You can do this with candles as well.