I am using a lamp called "Daylight" from Uplift Technologies that I bought from e-bay for around $100. It's 10,000 Lux, comes with a floor/table stand, 2 levels of brightness, and is small enough to place on my desk. 20 minutes in the morning while I checked my e-mail made a positive impact in my mood last winter.
Another thing to check out is Vitamin D supplementation, which I find helps SAD as well (for me).
Mike Fox