This is a supplement to the luminosity sequence. In this comment, I mentioned that I have raised my happiness set point (among other things), and this declaration was met with some interest. Some of the details are lost to memory, but below, I reconstruct for your analysis what I can of the process. It contains lots of gooey self-disclosure; skip if that's not your thing.

In summary: I decided that I had to and wanted to become happier; I re-labeled my moods and approached their management accordingly; and I consistently treated my mood maintenance and its support behaviors (including discovering new techniques) as immensely important. The steps in more detail:

1. I came to understand the necessity of becoming happier. Being unhappy was not just unpleasant. It was dangerous: I had a history of suicidal ideation. This hadn't resulted in actual attempts at killing myself, largely because I attached hopes for improvement to concrete external milestones (various academic progressions) and therefore imagined myself a magical healing when I got the next diploma (the next one, the next one.) Once I noticed I was doing that, it was unsustainable. If I wanted to live, I had to find a safe emotional place on which to stand. It had to be my top priority. This required several sub-projects:

I had to eliminate the baggage that told me it was appropriate or accurate to feel bad most of the time. I endorse my ability to react emotionally to my environment; but this should be acute, not chronic. Reacting emotionally is about feeling worse when things get worse, not feeling bad when things are bad for months or years on end. (Especially not when feeling bad reduces the ability to make things less bad.) Further, having a lower set point did not affect my emotional range except to shrink it; it reduced the possible impact of real grief, and wasn't compatible with the "react emotionally" plan. The low set point also compromised my ability to react emotionally to positive input, because it was attached to a systematic discounting of such positivity.
I had to eliminate the baggage that told me it was not possible to cognitively change my mood. Moods correspond to thoughts, and while it can be hard to avoid thinking about things, I can decide to think about whatever I want. A decade of assorted antidepressants had wreaked no discernible change on my affect, which constituted strong evidence that chemicals were not my problem. And it was easy to see that my mood varied on a small scale with things under my complete or partial control, like sleep, diet, and activity. It did not seem outrageous that long-term, large-scale interventions could have similar effects on my overall mood.
I had to decide, and act on the decision, that my happiness was important and worth my time and attention. I had to pay attention, and note what helped and what hurt. I had to put increasing the helping factors and decreasing the hurting factors at the top of my list whenever it was remotely feasible, and relax my standards around "remote feasibility" to prevent self-sabotage. And I had to commit to abandoning counterproductive projects or interactions, at least until I'd developed the stability to deal with the emotions they generated without suffering permanent setbacks.

2. I re-labeled my moods, so that identifying them in the moment prompted the right actions. When a given point on the unhappy-happy spectrum - let's call it "2" on a scale of 1 to 10 - was labeled "normal" or "set point", then when I was feeling "2", I didn't assume that meant anything; that was the default state. That left me feeling "2" a lot of the time, and when things went wrong, I dipped lower, and I waited for things outside of myself to go right before I went higher. The problem was that "2" was not a good place to be spending most of my time.

I had to label the old set-point as subnormal, a problem state that generated a need for immediate action from me to fix it. It was like telling myself that, unbeknownst to me, my left foot was in constant pain and needed medicine at once: kind of hard to swallow, given that my left foot always felt pretty much the same unless I'd just stubbed a toe or received a massage. But eventually, I attached urgency to the old set point. It was not just how things were normally; it was a sign that something was wrong.
I had to make sure that I had many accessible, cheap excuses to cheer up, so I didn't ever fall into the trap of "just this once" leaving myself at a "2" state instead of acting. I designated a favorite pair of socks and wore them whenever I woke up on the wrong side of the bed; I took up the habit of saving every picture of a cute animal I found on the Internet so I could leaf through the collection whenever I wanted; I threw myself into developing the skill of making friends on purpose so I'd have lots and if I happened to log onto my IM client, someone would be there who would talk to me; I became very acquisitive of inexpensive goods like music and interesting websites. When one of these interventions failed to work, I forced myself to try something else, rather than falling into the self-talk disaster of "well, that didn't help; I guess something must really be wrong and I should feel like this until it goes away by itself." I also harnessed my tendency to feel better after a night's sleep - if I felt suboptimal close to bedtime, I'd turn in early and reasonably expect to wake up improved.
I stopped tolerating the minor injuries to my affect that I identified as most consistent and, therefore, most likely to contribute to my poor set point. For instance, I noticed that I always slept better when I didn't go to bed expecting to awaken to the sound of an alarm, so I aggressively rearranged my schedule to give me morning leeway, and found alarm software that would wake me more gently when an early start was absolutely necessary. I identified people with whom interaction was frustrating and draining, and I limited interaction with them both by reducing opportunities to start, and by dropping my standards for abandoning the exchange midway through so I could leave before things got very bad. I practiced, in general, "writing things off" and rehearsed internal monologues about how I no longer needed to worry about [thing X]. ("I cannot control the speed of the bus. I caught it, and it will get there when it gets there. There is no point in further fretting about being late until I'm moving under my own power again - so I'll stop. To manage my strong, intrusive desire to be on time, I will start thinking about how to choose an efficient path to walk once I get off the bus.")
I labeled my new desired set point - a safe spot on the spectrum, call it "5", which was ambitious yet felt attainable - as "normal". When asked how I was in this state, I consciously chose to say that I was "fine" or "okay" instead of something more enthusiastic, like "great", that I might have said before - the energy I felt at "5" was no longer to be considered extra. Similarly, these were not suitable occasions to do displeasing things. I didn't have happiness to burn at "5" - I waited until I was even better before I relaxed my emotional avarice. Instead, "5" was a good place from which to undertake more expensive entertainments that offered net improvement. (More difficult than choosing a specific pair of socks to wear is starting a D&D game, or walking around and exploring a new location, or working on a piece of artwork or fiction; the lag time and effort makes them poor "cheer up" activities, but excellent ways to get from "5" to "6" or "7".)
I made a point of noting non-sadness deficiencies in my status like boredom, hunger, tiredness, or annoyance. These weren't directly related to the set point I was trying to affect, but they could exacerbate a bad influence or limit the power of a good one. Additionally, at the level of luminosity I then had to work with, they could also mask moods that were actually sadness, in much the same way that sometimes one can feel hungry when in fact just thirsty.

3. I treated my own mood as manageable. Thinking of it as a thing that attacked me with no rhyme or reason - treating a bout of depression like a cold - didn't just cost me the opportunity to fight it, but also made the entire situation seem more out-of-control and hopeless. I was wary of learned helplessness; I decided that it would be best to interpret my historically static set point as an indication that I hadn't hit on the right techniques yet, not as an indication that it was inviolable and everlasting. Additionally, the fact that I didn't know how to fix it yet meant that if it was going to be my top priority, I had to treat the value of information as very high; it was worth experimenting, and I didn't have to wait for surety before I gave something a shot.

Even if I determined that my mood reacted to my environment in some way, that only removed my power over it one step: I could control my environment to a considerable degree, and with a strong enough reason to do so, I committed to enacting that power. (This sometimes has had unexpected and dramatic consequences. For example, once I determined that grad school was no longer compatible with my happiness, I dropped out as soon as I had something promising to switch to - mid semester - and moved across the country. To excellent effect, I might add.)
Even if I have a lot on my plate, being happier will help me do it. It's like sleep: it's easy to keep staying up and staying up, because sleep just seems so unproductive, and you can get some work done however tired you are. But over the long term, getting to sleep at a sane hour every day will let you accomplish more; and so with maintaining a good affect consistently. Mood maintenance is typically not the most immediately productive thing I could be doing, but treating it as my top priority save in dire emergency has let me be more effective than I was before.
I had to be willing to expend resources on my project. This involved working around some neuroses, like my unwillingness to spend money, and overcoming some background reluctance to try new things. Also, I had to allow myself to be somewhat subject to my whims. I still don't know what makes the mood to, say, do artwork strike me, but when it strikes, I have to do art or lose the inclination. Efficacious inclinations to do fun things are precious to me, and so whenever possible, I don't restrain them - even though this costs time and occludes other activities.