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Spend some time figuring out how to take care of yourself during this time, says John Sharp, MD, a psychiatrist at Beth Israel Deaconess Medical Center, in Boston.

Come up with restorative routines, such as reading a book or napping, and write them on a calendar. In between shopping and baking, make sure these routines don't fall by the wayside.

"Figure out what basics are going to help you get through the holidays and make them a priority," Dr. Sharp says.

 Avoid family conflict

There are a couple ways to save your sanity at family gatherings, says Jeffrey Greeson, PhD, assistant professor of psychiatry and behavioral sciences at Duke University School of Medicine, in Durham, N.C.

If you know there are going to be conflicts, prepare a neutral response, such as, "Let's talk about that another time," or, "I can see how you would feel that way."

Then escape to the restroom, offer to help in the kitchen, or go hang out with the kids. And it always helps to call a good friend if you need a sympathetic ear.

Forget perfection

Debbie Thurman, a 57-year-old from Monroe, Va., suffered from depression for years, and the holidays made it worse. From decorating to finding the perfect gifts, she felt overwhelmed.

At a support group's suggestion, she listed the simple things that really made her family happy, and she began traditions that helped the less fortunate.

"When you take your eyes off of yourself and focus on those who have far less than you do, you can't be depressed," she says. "I learned to be grateful for the blessings I had, and I had a lot."

Learn to grieve

If you are mourning a loved one, it's a good time to talk about your feelings or reach out to support groups.

"There's no one right way to feel," says Deborah Jonsson, public relations manager at Avow Hospice, in Collier County, Fla. It's not uncommon to feel angry at the person for leaving you alone or feeling guilty if you do enjoy yourself during the holidays.

"All feelings are a sign that you're human and reflect where you are in your healing process," Jonsson says.

Schedule some sleep

Holiday activities easily can interfere with your sleep schedule. But studies have shown there is a link between sleep loss and depression, so you need to be extra careful about cutting back on sleep to get everything done.

Try to get to bed and wake up at approximately the same time every day; avoid large meals and physical activity such as dancing within a few hours of bedtime; and make your bedroom a sleep sanctuary, free from TV or other distractions, according to the Centers for Disease Control and Prevention.

Get help

When Thurman's children were young, she and her husband lived far away from their extended family. When she needed support during "black bouts of depression," she leaned on close friends.

She and her husband had two couples in particular that helped them through difficult times. "These friends were godsends," she says.

"I credit them with quite possibly helping to save my life," she says. "I also drew encouragement from a small support group of women who were dealing with depression."

Prioritize workouts

Exercise—one of the first activities to get lost in the holiday shuffle—should be placed high on your to-do list.

"The more stress we are under, the less time we feel like we have, and the more irritated our mood, the more we need to continue exercising," Greeson says. "Get out and do something; it helps use those calories from rich, fatty, sugary holiday foods."

Exercise has been shown to improve mood. Taking a brisk walk for 35 minutes five days a week (or 60 minutes three times a week) can do the trick.

Consider your light exposure

If you are consistently tired, irritable, and down at this time of year, it may not be due to the holidays as much as to the lack of exposure to the sun, Dr. Sharp says.

Seasonal affective disorder, or SAD, can be treated by long walks during daylight hours or exposure to a light box for about 30 minutes a day.

If you think you may be suffering from SAD, talk to your doctor about treatment options.

Focus on what matters

The holidays shouldn't be all about the presents, but financial woes can make it easy to lose sight of that.

Rein in the stress (and cost) by organizing a gift exchange with friends or family. You can also bake your gifts, or create traditions such as having a large potluck meal followed by a walk outside or board games by the fire.

"I think saying no is more of a relief instead of stretching and spending more than you have and still not doing enough," Dr. Sharp says.

Don't binge on food or alcohol

For some, overindulgence is as much of a holiday tradition as opening gifts. Carmen Harra, PhD, an author and psychologist in Hollywood, Fla., recommends more restraint.

"Have one piece of pie, not three," she says. "Apart from being unhealthy for your body, you will feel guilty afterward."

Harra recommends preparing for holiday dinners by eating healthy meals the week prior. And don't use alcohol to deal with holiday depression. Alcohol can intensify your emotions and leave you feeling worse when it wears off.

Cut back on commitments

If you feel like you just can't get through one more holiday gathering, it's OK to sit them out.

"One of the things about holiday stress we forget is that Thanksgiving and Christmas are both 24 hours and that's it," says Pauline Wallin, PhD, an author and clinical psychologist in Camp Hill, Penn.

Wallin recommends figuring out what you need to get through those 24 hours, such as volunteering, going on vacation, or visiting a shelter or someone who is alone. Focusing on others can help alleviate depression.