I used to get the blues all the time. In fact, it was rather my default state. Now I'm a generally pretty content person, sometimes even happy and occasionally even cheerful, and don't get the blues all that often. So when they come, it's really kind of a shocker, and I seem to have lost all my defense mechanisms save one--crawl in bed and pull covers over head.
It's not a great long term solution; in fact, it's not even a good short term solution. But it's comforting. At least until Kate stepped on my face and made me realize that I really need to trim her toenails sometime soon.