Well first, yes that was certainly one of the most frustrating and annoying sayings I heard when I was depressed; however, after my recent experiences I have found some of the derivatives may not be as off as I use to think they were.
Feel free to ignore the next bit, If you don't like the sound of were this is going

Even though you probably already did, if this applies to you
"But you're so lucky. You have your husband, and a good home...."
Come on, they honestly want to help, it kind of cute isn't it?

still, the truth of the matter is we really do have the potential to change, even if we have no idea where to start, though their really need to learn their not helping us with a grocery list. As if what we need is more lists to "think" about.
"Cheer up. Life is too short to be so miserable."
Now, this person is so in the denial phase, which is actually far worst then depression IMO, so I actual feel a little sorry for them (even though I've been oft known to want to ring their neck when they say it) yet, the truth of the statement is that part of knowing your depressed is choosing to be cheerful (not that it helps much when you know no other way >( brain chemistry's locked)
Fun answer: "Yeah, so what's your worst experience?" <wait for their eyes to search and find> "that's right!!!" "now grow it ten times, twenty, forty..." <just when you see the horror hit> "DIIIIIIIINNNG!!!!!"

<how's it feel buddy>
"It's all in the way you think. If anyone had anything to be depressed about, I do. I have this problem and that problem....but I CHOOSE to be happy."
These people are actually right, it's just too bad 9/10 them are lying(to feel temporarily better about themselves) and if they aren't, I know what your thinking, I thinking it to: please for the sake of all that is Holy, explain this "happy" thing in a little more detail, I mean really if it was like choosing a "happy meal" I think I may have figured it out by now, a six year old could. After all, I mean if I am to "CHOOSE" I'm changing my bloody brain chemistry here, so I think there just a bit more too it. All true, cept lucky for us, when you do meet the 1/10 they almost always will WALK you through it

Though truth be told of the ones I've meet few actually would ever say something like that when you feel like garbage....they'll first show you a heighten state, then teach you the grunt work. yet, you never know....
"But...if you're doing so well...then how come you still have to take medication and see a psychiatrist?"
Actually, I think that's a good question, but I also understand the answer: I'm trapped, and I need the medication to stay level, and the "psychiatrist" is studied in people like me, so they can help, right?....(it just too bad 9/10 time, the psychiatrist interests are hardly ever your BEST interest, and the underlying problems are never solved, keeping me/you on what can then be called useless(though necessary) drugs; now if you have a good psychiatrist and it's temporary, well then of course that's different)
Does anyone have a way to handle them?
Well that just depends on what you want to do to them? mirror back your frustration, give them a taste, get them to shut up (though that suggestion may be illegal

)?