First, talk to your doc. Even if you've just got a tiny feeling that there might be a problem, it's a good idea to get checked out by a professional. If your doc agrees that something is going on, she'll probably have a few suggestions.
If you don't already see a therapist, your doc might recommend it. She should be able to refer you to a few potential therapists. You can also call your insurance company and ask them for therapists in your area that accept your plan. Feeling comfortable with your therapist is essential — it's okay to shop around and be a little picky! After all, it's important that you're able to talk openly about everything that's going on.
If the depression is severe, your doc may recommend an antidepressant. If your baby is nursing, be sure to mention this to your doc — there's been some discussion about how (if at all) breastfeeding babies are affected when their mother is on antidepressants. Just like with a therapist, you might need to try a few different medications before you find the one that's right for you.
From fish oil and St. John's wort to acupuncture and aromatherapy, tons of different methods are commonly recommended as alternative therapies for depression. It's not a bad idea to run whatever you decide to try by your doctor.