Sorry, I couldn't resist to reply as a soon to be medical doctor (June 3rd).
In the medical field, there is a rather strict distinction between what is looked upon as disease ("real" depression) and neurosis, which is not called "depression", and by many in the profession seen as a form of normal variation, that it not a disease and therefor less of a subject for medical intervention (it might still might be a target for preventive actions). The "neurosis" is extremely common, and does most often not progress to depression, but it can. At the "neurosis" level (or whatever one wants to call it) you do have the ability to recognize there is a problem, take responsibilty and correct it yourself (numerous good pointers in this thread, many more on the Inet), most often without need for professional support.
If you can function acceptably well in your life (work, socially), then that is a very positive sign. It is by definition not possible to have "real depression" then (but you may be on the way to get there).
If, however, you notice significantly decreased work results/social functioning, sleeping troubles/sleeping for too long or waking up early, weightloss (unintentional), concentration and memory difficulties, unmotivated feeling of guilt or wortlessness, these are definately signs one should seek professional counselling for (especially if they remain over several weeks), because then you may benefit from professional treatment, and the sooner it starts the better off you will be. Also, one is likely not have the mental power to "get up" oneself. The best evidence treatment for mild to moderate depression today is CBT (cognitive behavioural therapy), which deals with identifying, analyzing and modifying thoughts and behaviour, in itself or in combination with SSRI medication. It also provides you with mental strategies protecting you from depression in the future. Often, it is effective.
But, for most situations one can avoid falling into that gap. A lot of things have already been said, but sleep regular times, eat well and at regular times, do workout, avoid (excessive) alcohol and other drugs, take part in activities (even when you may not want to). Spend time thinking about what is important to you and what makes you happy, and then give that priority. And, of course, do not forget to visit CG talk regularly
All the best.