I have a light box and I love it. I put in on for 30mns- 1hour when I'm reading or ironing etc. I suffer from SAD and if I don't use the lightbox throughout the winter I'm usually depressed in February.
Mine wasn't expensive and I can feel it working....It has to be over 1000 lux to be effective.
Sunbeds also help, as there is a sensor on the back of the neck that stimulates the feelgood chemicals when hit by sunshine. I have these occasionally but I feel guilty as I know they are not good for you.