I'll see you on the dark side of the moon."
Depression is the other side, the Dark Side, the other pole in bipolar. It hurts more but for me it is not as dangerous—not unless I take the easy way out. And that is against the rules.
With mania you are likely to make a mess of things: your relationships, your friendships, your career, your bank account. These have to be fixed afterwards. With depression you are more likely to crawl into a corner, a dark corner, and collapse inwards upon yourself. Visiting the Pit is painful, but for me it doesn't exact the same cost in terms of relationships, bank account and career. When it's over it is less likely that there is a big mess that needs fixing.
The term "bipolar" gives the impression of two states of mind that are widely separated. This is not so. It is much more like two halves of a circle. Depression can transition into mania. Mania can become depression. For me it was not uncommon to be admitted to hospital with mania but to move into depression very soon afterwards. Mental hospitals can be very depressing places. Another good reason to catch an episode early and use an outpatient program
Avoiding Depressive Episodes
Chapter 10 of "The Bipolar Disorder Survival Guide" by David J. Miklowitz discusses self-management tools for coping with depression: "Implementing these tools—identifying your early warning signs, scheduling pleasurable and/or activating events, and reconsidering the way you think about, and respond to, the events in your life—can go a long way toward controlling the negative spiral of depression."
I have few suggestions myself for avoiding depressive episodes but here is how Betsy describes her struggle. I only had a few episodes that began with depression and these were my first experiences of the illness. Mostly I transitioned into depression after starting with a manic episode. Depressive episodes will pass. They always have for me. There have been episodes of depression for me that ended quite abruptly. Just like the sun coming out from behind the clouds, I woke up one day and realized that it had simply gone.