Reading Richard Dawkins' God Delusion in 2014 showed me that, through contemplation of the universe as a material entity, I could achieve the same sense of wonder, awe and transcendence I had previously believed only available to the religious. Reading John Stuart Mill shortly after showed me that there were causes greater than myself worth fighting for. More recently, I have found the essays of Arthur Schopenhauer and the works of the Roman stoics (primarily Seneca) to be an enormous consolation, which is perhaps paradoxical given their pessimistic outlook, but everything about the human psyche is. I found Bertrand Russell's light hearted, pessimistic optimism to be delightful.
I've quite generally found love of art, music, literature and science to be an enormous consolation, for their own intrinsic beauty as well as the fact that they give one a sense of historical continuity - one realises, on reading Homer, Virgil, Shakespeare, Milton, Dostoevsky, Tolstoy; looking at Giotto, Botticelli, Rubens, Ingres, Cezanne and van Gogh; listening to Bach, Palestrina, Verdi, Mozart, Wagner and Shostakovich; on reading of the advances made by Copernicus, Galileo, Kepler, Newton, Huygens, Maxwell and Einstein - one realises with all of these things that one is the inheritor of an immense cultural heritage as a weaterner that is truly worth preserving. This is exactly the sense of belonging, of the being a part of something of immense proportions that is lacking in contemporary society, because it's been debunked as "bourgeois". Yet I don't understand how, given all of this, one can be capable of feeling depression - anxiety, certainly, because this precious heritage is under siege and threatens to disappear at any moment, but not depressed.