There is good evidence that reading self help books is highly effective. Here is a list of books for common difficultes.
Overcoming Depression: a self-help guide using cognitive-behavioural techniques (by Paul Gilbert)
This is an excellent book, filled with clear, un-patronising explanations and abundant good advice. The first section explains the biology, psychology and sociology of depression in greater detail, with an interesting chapter on how evolution may have shaped our vulnerability to depression. The main part of the book goes into much more detail about depressed thinking habits and how to challenge them in practical, effective ways.
There are also several other helpful titles in this series, including Overcoming Anxiety (by Helen Kennerley)
Mind over Mood: a cognitive treatment manual for clients (by Dennis Greenberger & Christine Padesky)
A best-selling self-help workbook that takes you step by step through the process of changing your negative thinking. It has a chapter focusing on depression, but is also about challenging unhelpful thinking patterns in general. It has blank record sheets to photocopy, such as an activity sheet for recording your activity levels. Very helpful for putting the ideas from this site into practice.
Manage your Mind: the mental fitness guide (by Gillian Butler and Tony Hope)
An excellent book which goes a step beyond challenging unhelpful thinking patterns, describing how to develop positive attitudes and superskills for a more fulfilling life, including good study habits. A useful companion to support your strategies, particularly as you work on practising positive habits.
Man’s Search for Meaning (by Viktor E. Frankl)
An inspirational book about the need for us each to make meaning for our lives. A useful antidote to depression’s tendency to rob lives of meaning. From the Amazon synopsis: Viktor Frankl was uniquely able to observe the way that both he and others in Auschwitz coped (or didn’t) with the experience. He noticed that everything can be taken away from us except the ability to choose our attitude in any given set of circumstances. He came to believe that man’s deepest desire is to search for meaning and purpose. (see Depression & the meaning of life)
Feel the Fear and Do It Anyway (by Susan Jeffers)
A classic in the pop psychology self-help genre. Quite simplistic and repetitive, but this book has inspired millions of people and the basic message is worthwhile. Potentially a useful support for challenging some forms of depressed thinking.
The Mind Guide to Food and Mood (by Amanda Geary)
Discusses the links between food and mood in general, much of which is relevant to depression. Clear, succinct explanations and advice about how to use the information in order to make useful practical changes.
How to Win Friends and Influence People (by Dale Carnegie)
First published in the 1930s, this classic best-selling self-help book still has useful things to say about building social confidence and social skills.
Intimacy & Solitude: balancing closeness and independence (by Stephanie Dowrick)
An inspiring and practical look at the paradoxes of human relationships; how we strive for independence, yet also feel lonely; desire closeness, but often feel disappointed. Helps to understand and address your own unhelpful patterns in relationships. There is also a companion title called The Intimacy and Solitude Self-therapy Book: developing inner strength, flexibility and choice with hundreds of therapeutic exercises to work on by yourself.