I enjoyed your post but want to add something important.

Like many things in life, the devil is in the details and with depression the detail is the degree. Just how depressed are you? The answer is critical in that the treatments to consider change accordingly and the only way to insure you're getting the right treatment for your specific depression is to see a psychiatrist. Not a psychologist, counsellor, or therapist but a psychiatrist. The reason is there are levels of depression that simply will not respond adequately to yoga, meditation, strenuous exercise, or even all three together. Its not that they aren't effective, its that you are so sick you need medicine to treat this illness and if you limit yourself to the other options at first, you may feel a bit better but you are still extremely sick. People can and do die as a result of under treated mental illness and often these deaths could have been avoided if the person evaluating the patient would have insisted on a prescription of medicine to be taken immediately while doing the other things. Often you as the person going through depression are a very poor judge of just how sick you are. If you're sick enough, you need medical intervention and you need it right away.

So my advise is to always start with a psychiatrist and see if you have the luxury of starting slow with relaxation techniques. Your life could depend on it.