People who have had treatment for the mild rollercoaster kind of depression: what has worked?

I'm talking about the kind of depression where you feel mildly happy for a spell, and then you start feeling that it's going to get worse; you start feeling a little more sad and as it progresses it gets darker. The lighter periods are fine and good, but you still have depression. I've heard about the menstrual cycle being a factor for some people, but I'm also interested in hearing about people who aren't affected by that factor. I'm not talking about bipolar. I do have a therapist but we're concentrating on situational issues currently.

What's your experience? Does anything help? Can you explain your triggers or how you know your cycle is beginning? How do you deal? Thanks for your input!