Here is a great resource for parents of kids/teens with depression, anxiety, low self-esteem, etc.  Basically a bunch of therapists got together and made a booklet with all of their favorite therapeutic activities, and put it on the internet as a free PDF.  Most of the ideas are simple, free, and great ways to get a child to explore feelings, boost positive feelings, problem-solve, and reach goals.

Here’s the free booklet.