Actually weight lifting is a good one because you can start with lower reps and then do the suggested rest in between sets. It even worked with me as I have exercise induced asthma.

A short warm up is good with your stretches and/or yoga. Then I would suggest starting at 40% of what you think you can do. Once you can do the 40% level too easily, add a second set and increase the weight slightly. 10 sets of each exercise with a rest of 30 seconds before moving on to the next exercise is a good goal. When you increase the weight, you won't be able to do the full ten. There is no pressure to get to the next level. Let your body tell you when you are ready to move on. You will gain a lot of strength by doing each rep slowly and with correct form, including the release. A great workout plan is upper body three days a week with the lower body in between.

Any exercise that will "break a sweat" seems to have an impressive effect on depression and will even produce a pleasant feeling.

I know from experience. Good luck.