IMPORTANT NOTE: This is not a medical site. You should always discuss medical matters with your doctor.
SAD Treatment
If you have an extreme case of Seasonal Effective Disorder SAD then your doctor might prescribe anti-depressents. However for many people that is not necessary.A mild case of seasonal affective disorder or winter blues can often be alleviated with light therapy. This is simply getting more light to the eyes and seems to be effective for many people.
If your lifestyle allows it then you might be able to get enough natural light by simply changing your habits. Try to go outside as often as possible when the sun is shining. Don't spend your lunchtime indoors reading a magazine, go out for a walk - even if it is cold! Try as far as is practical to adapt your schedule to the hours of daylight.
Light Therapy (Phototherapy)
If these measures are impractical or inadequate then you could consider buying a light box or similar light therapy product. These provide very high intensity lighting. Light boxes range from small, portable units that can be worn on the head to huge wall-sized devices. Top of the range units give out balanced full spectrum light.
Well known makers of light therapy products include Apollo, Biobrite, Britebox, Northern Lights and Soleil.
Bright light treatment might not be suitable for all people, for instance those taking certain drugs such as antipsychotics or particular antibiotics - as always, consult your doctor. Obviously you should seek expert advice if you have had any problems with or treatment to your eyes.
For some people a simple sunrise alarm clock can make a big difference by simulating a natural dawn waking. I've used one of these for years and find it really effective.