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.

After you fully understand the above principles, the next source of poor results to consider arises from faulty expectations and misunderstandings about what meditation and brainwave entrainment are, and what the experience of either one of them is like. Meditation and Brainwave entrainment aren’t synonyms but the misunderstandings about them do have some overlapping areas. Some misunderstandings are common to both while some are unique to one or the other.
Delta is the lowest frequency range of .2Hz - 3Hz, corresponding to dreamless sleep, growth hormone release, healing and ultra deep trance. Effective in reducing migraines, chronic pain and blood pressure. By inducing a predominantly Delta state in the brain while remaining awake, you push your brain to operate in a truly unique state that literally forces greater neural adaptation and cross-connection between the regions of your brain.
Doing almost any routine, repetitive activity (like vacuuming, shredding paper or knitting), or reciting a word that represents how you wish you felt (such as calm) is a quick way to achieve a Zen-like state. Studies show the effects lower blood pressure and slow heart rate and breathing. The crucial elements are to focus on a word, your breathing or a movement and to bring your attention back to your task if your mind wanders or negative thoughts intrude. Or look to your faith for a mantra: A recent study published in the Journal of Advanced Nursing found that repeating phrases with spiritual meanings helped participants cope with a range of problems, from anxiety to insomnia.
But the notion of changing brain waves is a very appealing one, from a marketing stand point. People can visualize brain waves and we like synchrony. Also, in the computer age, we understand the notion of “programming.” We also have been prepped for the future by movies such as The Matrix, where people could master Kung Fu in minutes by simply “downloading” the knowledge. This gives the whole notion a superficial plausibility. But the science just isn’t there.
Isochronic tones work just the same in delta as they do in alpha, theta and beta and they are widely used in the brainwave entrainment community to help people sleep. Like you, I’ve also seen some websites saying they don’t work in delta, but it’s a bit like the game of Chinese Whispers, where someone makes a comment and then after it gets passed around and shared a lot the message gets distorted and appears to be a fact. I don’t know of any scientific reason why they wouldn’t work in delta. I remember some people talking about this on a brainwave entrainment forum many years ago. They were saying they found isochronic tones a bit too abrupt for using to help them sleep and they preferred binaural beats, as they thought they were a more soothing sound. That was just a personal preference shared by a couple of prominent forum members at the time and some people then took that as a fact for everyone. That’s where I think that belief originated from.
The quickest way to relieve stress is to release endorphins through exercise. An easy way to do this is through shaking and dancing, a form of expressive meditation that loosens your joints as well as clears the mind. It’s one of our favorite techniques to teach in conflict and disaster areas, such as Haiti. Start by standing with your feet shoulder-width apart, knees slightly bent, shoulders relaxed, and shake your whole body for a few minutes (we recommend 7-8 minutes). Then, stop for a minute or two and pay attention to your breathing and physical sensations. Finally, turn on fast music – anything that gets you energized, and allow the music to move you. Don’t feel the need to follow any specific dance moves, just do whatever feels good for you in the moment (it might help to close your eyes). Dance for about 5 minutes, or until you feel satisfied.
Other entrainment methods sometimes used include autopan modulation that moves sound in an 180º arc to create a desired tone. Harmonic box entrainment, invented by James Mann, uses a layering of binaural and monaural tones that alternate between ears, requiring headphones. Sound modulation and filtering, amplitude modulation, and pitch panning use diverse sounds to create rhythmic pulses matched to the desired brainwave frequency. 
♥ I've suffered from patches of insomnia throughout my life, extending from a few days to dragging on for several weeks, and no amount of the usual proper "bedtime ritual" normally recommended, calms me, as my brain is overactive. Layering combos of the Binaural/Bilateral sounds right before sleep effectively resets me, allowing me to sleep like a normal human. I can't express enough gratitude!

Beating can also be heard between notes that are near to, but not exactly, a harmonic interval, due to some harmonic of the first note beating with a harmonic of the second note. For example, in the case of perfect fifth, the third harmonic (i.e. second overtone) of the bass note beats with the second harmonic (first overtone) of the other note. As well as with out-of tune notes, this can also happen with some correctly tuned equal temperament intervals, because of the differences between them and the corresponding just intonation intervals: see Harmonic series (music)#Harmonics and tuning.
“A quite different phenomenon results when stereophonic earphones are used and the signals are applied separately to each ear. Under the right circumstances beats can be perceived, but they are of an entirely different character. They are called binaural beats. . . . Binaural beats require the combined action of both ears. They exist as a consequence of the interaction of perceptions within the brain.”
Exercises improves insulin sensitivity, can help someone become more aware of their hunger levels, improves confidence/self-esteem, and leads to better mental processing and a lower risk for depression. (2) Can’t sleep? Well, exercise can help with that too, which is very important considering quality sleep is needed to regulate hormones and help the body recover.
Meditation builds on deep breathing and takes it a step further. When you meditate, your brain enters an area of functioning that’s similar to sleep, but carries some added benefits you can’t achieve as well in any other state, and meditation actually allows you to build greater resilience toward stress over time. Also, the focus on the present moment keeps your mind from working overtime and increasing your stress levels, and from engaging in destructive mental habits such as ​​​rumination. Here's an article on different types of meditation to help you get started.

If you’re going to enter a state of meditation, a technique of some sort must be employed that takes you there. (Note – I am fully aware of references to “spontaneous enlightenment experiences”, but these are an entirely different category of phenomena than what is being discussed here and are outside the scope of this discussion. Perhaps another time.)
It is common for people to try entrainment thinking it is going to produce meditation just because they listened to a track. Often they come away disappointed, feeling that nothing special happened. They decide entrainment isn’t what they were led to believe it was. Or they decide meditation is vastly overrated and for them at least, ineffectual. Their disappointment has more to do with not understanding the principles listed thus far than it does with the effectiveness of meditation and brainwave entrainment.
There are many advantages and disadvantages with binaural beats. One of the major advantages is hemispheric synchronization. Since both hemispheres are required to create the beat within the brain, this method is an excellent way to create greater harmony between areas of the mind typically functioning independently. Binaural beats are also known to have effective hypnotic and relaxing effects.

Group exercise or encouraging stressed clients to find a workout partner is an excellent idea because it can provide a support network and accountability. However, there might be clients who find a group setting intimidating or competitive, which could be counterproductive in managing stress. In addition, those who report stress because of work or family obligations might enjoy the solitude of exercising alone. Using a variety of exercises or nontraditional exercises (e.g., exergaming, dance classes, yard work, or rock climbing) is a way to plan activities that are enjoyable to maximize adherence. Knowing your clients’ exercise barriers and stressors will help with planning an exercise program that can address these variables to maximize the benefits for health and stress management.
Alpha (12hz – 8hz) – Awake, but deeply relaxed. Simply closing your eyes will produce alpha brainwaves. This category is associated with daydreaming, visualization, imagination, light meditation. Brainwave expert Anna Wise called the alpha range the bridge between beta and theta. (More information can be found in Wise’ book The High-Performance Mind)

Whenever we become very relaxed and the usual chatter of the mind slows down a little bit, if we remain aware and do not slip into sleep or unconsciousness, we begin to perceive things that we had not noticed before. This is slightly different than the issue of “expectations” discussed previously, although a relationship to them can develop which will be discussed below. These have to do with the fact that in our typical state of consciousness our mind is racing so fast and so loud, and our body is so engaged with activity and physical tension, that we are unaware of some subtle perceptions that are there all the while, but which get buried beneath all the physical and mental noise.
You won’t recall ever being in this state, but it’s an incredibly important brainwave for your health. In this state, you will be deeply asleep, but not actively dreaming. Your body needs this state to heal and regenerate. On a daily basis, you’ll need to achieve this state when you sleep at night to make sure your body can heal itself. When you’re feeling really sick or your body and mind are working hard, you’ll want to stay in this state a little longer.
This version of Theta Waves music is nice to listen to and the theta wave with binaural feeding of different wave lengths might be correct as the author indicates it, but for me it was disturbing that in the general sound track of a constant gliding sound I expect from Theta Healing CDs some ringing sounds like bells constantly interfered just in moments when the brain and mind would go into the meditation state and synchronize both sides of the brain. As I am a musician myself and use a lot of classical music but never normally use music for meditation, I felt a bit disillusioned from this CD. For the purpose of Theta Healing and deep Theta Meditation, I would not use this music, but prefer the Theta Healing CDs. I was really astonished that so many people say they can meditate deeply with this music. Perhaps my brain is somehow different. I asked myself if the author ever has experienced what a deep meditation with no thoughts and complete stillness is. Music is also able to distract us from true meditation and this kind of music does.
Gaia Meditation Delta programs are specifically designed to: improve sleep and healing process. Effects happen at a very deep subconscious level, ideal for powerful reprogramming. If you’re in lack of sleep because you’re a busy business man or because you have insomnia etc., a few hours of our Delta waves programs will trick your brain into thinking it had all the restorative sleep it needs.
Participants in the included studies were children and adults, either healthy or with conditions such as learning disabilities, attention deficit hyperactivity disorder, migraine, stress, anxiety and myofascial pain. Interventions included single, alternating, ascending or descending frequencies of photic or auditory stimulation or audiovisual entrainment selected either by the participant or by the investigator. Nearly half the studies used single sessions and the rest used multiple sessions ranging from nine to 100. Length of session varied from 0.5 seconds to 60 minutes. Frequency of session varied from twice daily to weekly. Outcomes reported in the review included cognition (including verbal skills, performance skills, attention, memory and overall intelligence/achievement), short- and long-term stress, pain, headache/migraine, mood, behavioural problems and premenstrual syndrome (PMS).