Madara,
I have at least two books which jump into my mind which have stayed with me for many years:
1. The Savage God by Al Alvarez
2. Zen in the Art of Archery by Eugen Herrigel
Both books are not specifically about depression; the first is a personal treatise by Alvarez on dealing with suicidal ideation and weighing the value of living.
The other is a very readable, clear, no mumbo-jumbo, description of a way to exercise the body and mind to focus on a 'goal' and to relax the anxiety that goals throw back at us as we try to grasp them.
Most of Harville Hendrix & Helen Hunt's (joint authors) books are beautiful reads in CBT. Nothing is written in stone, of course, but these two people are very readable - non-pompous and jargon-free!
Patrick