Often patients can have a great deal of value from on-line CBT. It is recommended by the National Institute of Clinical Excellence for mild to moderate depression.
I would recommend www.llttf.com which is a reputable website and can be very valuable. An Australian website, also for online CBT is www.moodgym.anu.edu.au. This has some good assessments of personality traits and ways of thinking which are amenable to change. It is well worth looking at.
I often recommend mental health information leaflets from The Royal College of Psychiatrists' website (www.rcpsych.ac.uk) and for more general support for depression, Depression Alliance (www.depressionalliance.org).
My recommendations for cognitive therapy based pamphlets and books are to be found by www.octc.co.uk and go onto the section for resources. The little booklets are a few pounds each and can be very helpful indeed.
For more substantive books on cognitive therapy I recommend Mind Over Mood by Christine Padesky and Dennis Greenberger:
I also recommend The Feeling Good Handbook which is for both anxiety, low self-esteem and depressive symptoms by David D Burns: