5. "You should be thankful for what you have. Lots of people are worse off."
Much like "just look at the positive," telling people to be thankful and reminding them that others are worse off will not do anything for someone with depression except make them feel worse.
Depression is a disease, and it does not only afflict those who are down on their luck. It can impact anyone's life, even someone who has never had a single thing to be sad about.
Insinuating that those with depression should be thankful for what they have can also be degrading because many people with the condition are extremely grateful for what they have. Depression and gratitude are not mutually exclusive. You can have depression while understanding that you are fortunate and that many others are not as privileged as you are.
Alternative: "Do you want to volunteer with me at ______ this weekend?" Do not remind the person that other people are worse off - they know that. Instead, think of an opportunity to give back to the community that you can do together. It may make the person with depression feel useful and as if they have contributed something positive.