Some quick ideas: you have an mp3 player to keep you company on those long walks to the gym ?
Yes full spectrum light is always a plus with winter depression, it can only help
Multivitamins might help as well, since they might hit exactly what you're low on right now, but I'm no expert so I can't recommend any brand in particular.
My personal solution is somewhat 'out there' but seems to work very well. Salvia Divinorum. But I wouldn't recommend sally on a fitness forum :P