Cheer up?!?
Shut the fuck up
Depression is not that simple, because it's not even a feeling like happy or sad. Depression is a complete state of being that covers you up and darkens your entire world and those around you. So knock it off with the knee jerk responses. You want someone to snap out of it, try helping them change the channel that their mind is stuck on! It takes a lot of energy and sometimes that means supporting them in seeking treatment.
Cheer up!
Not quite that easy. Sometimes medical intervention is necessary for improvements to be made. Sometimes not. Sometimes a person simply needs to catch their fucking breath.
Snap out of it
Gee. Never thought of that. Sadly it doesn't work that way. People have definitely been known climb out of some of the darkest areas of their minds, but not everyone should be expected to do it with ease and grace.