The darker days don't affect everyone the same way. So, while the advice to go out and walk in the sun is great, it (1) isn't necessarily enough for everyone and (2) isn't possible for people who work.
I use philips blue light:
http://www.amazon.com/Philips-goLITE.../dp/B001I45XL8
It costs a bit less than $150 (here around CHF 250). It is small, portable, with a battery and an adapter (100-240V). I think it has helped me a lot. It is so small I carry it in to work with me and use it first thing in the morning.