Exercise is supposed to be one of the very best things for depression, so definitely do that. Can you find a prenatal yoga class? I took one and found it really comforting as well as good exercise and preparation for labor. Walking is also great.
I'm not sure how much is safe during pregnancy, but B vitamins (something with several B's including B-6 and B-12) can be stepped up to help you feel better. You might ask your care provider about that, maybe some flax seed oil as well.
Eating well is really challenging, isn't it? They always say that feeling like you want sugar in pregnancy means you are really needing protein. If you eat meat, buy lunchmeat with no preservatives for quick sandwiches or eating with crackers and cheese. Buy whole roasted chickens so all you have to do is slice and eat. You can throw the leftover bits in soup or pasta. Plain, full-fat yogurt with fruit stirred in is a semi-sweet but healthful treat. I always took nuts, especially almonds, with me when I was pregnant, for snacking. I snacked and snacked and snacked when I was pg! And I ate a lot of mission-syle burritos, somehow all the protein (and fat) in them tasted soooo good. Also, you might consider making muffins that are partly healthy and partly sweet (like blueberry/whole wheat or carrot/raisin), to satisfy the sweet tooth while still getting some wholesome ingredients. Even better, ask your mom or partner or a friend to make them for you. Next time somebody says, "is there anything I can do to help you" say "Yes! Bring me some food!"
I'm not saying all this would make the PPD go away or is all you need to do, but I've found that taking one step to help yourself feel better and healthier inevitably makes the next step easier to envision and take.
Edited to add: When I was pg and DD was a baby, I used to make lots of Bob's Red Mill brand muffins in the Apple Spice Bran flavor. Not only are they easy b/c it is a mix, but you can use honey or molasses for part or all of the sugar and add in dried fruit, nuts, etc. You can also add an extra egg, a couple tablespoons of dried nonfat milk or soy protein powder, etc., to most muffin recipes without hurting the end product.