"It's a cry for help," and other things people with depression are sick of hearing

I love it when people dismiss the behavior of people with depression as a cry for help, in that the phrase reveals its own absurdity. People generally tend to cry for help because they need help. If I were drowning, would you dismiss my splashing and flailing as a cry for help? Or would you, oh, I don't know, help me? (As a disclaimer, I am not crying for help. I'm practically sane right now. This as just been brewing in my head a while).
Now I'm no shrink, just a lady who has had depression long enough to have heard every piece of awful, well-meaning advice at least twice. 
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You know, I read that exercise is good for depression
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This seems like a funny thing not to want to hear, considering it is extremely true. In fact, exercise is great for depression. It's maybe the best thing a person with depression can spend their time doing. So how come we don't want to hear it? Thing is, depression makes you see everything in the worst possible light. So somewhere around the 50,000th time (per day) someone hurls this chestnut at us, all we hear is "all your problems are your fault because you're fat and lazy." It's not rational. But neither is spending every waking moment plotting your own demise. I promise you, if we've had had depression for more than 15 minutes, we've heard this one. Hearing it again (and again, and again, and again) doesn't help. 
If you've got a depressed friend, offer to take a walk with them. 
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Just
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It's just depression. It's just in your head. Just think happy thoughts. Just get over it.
There is no such thing as "just depression," any more than there's "just diabetes" or "just a congenital heart defect." People with depression often already believe that our problems are trivial, that we're pathetic for feeling this way. It's what first leads a lot of us to self-injure - so that there's external validation of how we feel inside. You're not gonna help us by telling us we have no business feeling what we feel. It's like telling someone with cancer that they have no business having tumors.

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Look on the bright side
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If only I had thought of that!

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Look at all you should be grateful for 
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This is another variation on the theme of "why can't you just get better?" This is just another reminder that we've really got nothing to be sad about. And these words only make us feel like bigger heels than we already do - now we feel guilty for having a disease that thrives on emotions like guilt.

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So what should you say? Start with "I love you." Follow up with "I'm grateful you're in my life." Add "I'm here for you no matter what."
Don't dispense advice - unless you're a shrink, you're not qualified to try and cure the disease.  Visit. Listen. Support. Try to be a break in the clouds. 
Oh, and doughnuts. Everyone knows depression is no match for doughnuts. 

Or I could just link to this Hyperbole and a Half post, which puts it way better than I just did and with illustrations.