I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.
Subsequently, the term 'entrainment' has been used to describe a shared tendency of many physical and biological systems to synchronize their periodicity and rhythm through interaction. This tendency has been identified as specifically pertinent to the study of sound and music generally, and acoustic rhythms specifically. The most ubiquitous and familiar examples of neuromotor entrainment to acoustic stimuli is observable in spontaneous foot or finger tapping to the rhythmic beat of a song.
You probably already know that sex is a great tension reliever, but have you officially thought of it as a stress-relieving practice? Perhaps you should. The physical benefits of sex are numerous, and most of them work very well toward relieving stress. Sadly, many people have ​less sex when their stress levels are high. Learn how to avoid this trap.

Writing or talking about the things that prey on you—in a diary, with friends, in a support group or even a home computer file—helps you feel less alone and helpless. One study, published in The Journal of the American Medical Association, looked at people who had either rheumatoid arthritis or asthma— conditions known to be stress-sensitive. One group chronicled in a perfunctory manner the things they did each day. The other group was asked to write daily about what it was like, including fears and pain, to have their disease. What researchers found: People who wrote at length about their feelings had far fewer episodes of their illness.
Brainwave Entrainment is the process of synchronizing the brain to specific frequencies and patterns embedded in audio tracks. These frequencies correlate to specific emotions, feelings, and even energy levels. Using nothing more than sound, Brainwave Entrainment can enhance creativity, change moods, and even alter behavior like sleep and energy levels.

Both brainwave entrainment and neurofeedback deal with brainwaves, but the similarity stops there. Entrainment pushes your whole brain into a pre-determined state, while neurofeedback teaches you how to move specific parts of your brain on your own. It is the differeence between forcing the brain into a given position, and skills building so you can move it there yourself. 
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