What are some effective ways to get out of your broke, depressed, hopeless slump?
Fall in love or find a mission - something that let's you feel forward progress, sets a goal, and/or challenges you. Those are the only things that have ever worked for me.
That's the bitch about depression, though - it saps your ability to do that. Sometimes you need work your way out of a hole before you have the energy to meet someone, or start working out, or find a job, or pick up an instrument... So talking to someone, changing your routine, going on meds, those come first.
There's a laundry list of interventions or events that tend to work temporarily: SERIs, psychidelics (must be done properly, ask a hippie if needed), ECT, travel, getting a new pet, or maybe even a new sex partner.
This part comes from my own experience with it.
I would suggest that there might be something that you hate about your life. That is where the permanent fix probably lies. I'm still working on it too.