I wrote this on another site for people just beginning to meditate. I figured I would share it here as well:
Many years ago I was feeling quite depressed so I went to go see a psychiatrist. She had two suggestions for me and said that both were equally effective in treating depression. The first option was to start practicing meditation, and the second option was to start taking pills. Being lazy at the time, I asked for the pills.
The pills got rid of the depression, but with a cost that was a little too high for me to pay. Sure, I didn't feel depressed anymore, but the problem was that I didn't feel much of anything. I didn't feel happy, I didn't feel sad, I just felt numb. I'm not sure the pills really cure depression, they just mask it.
Then I decided to try meditation instead and in many respects it was the exact opposite of the pills. Instead of feeling less, I felt much much more. At first, meditation was an emotional roller-coaster. Afterward I usually felt better, but the meditation itself was not the relaxing peacefulness I had imagined. It was tough. The years of repressed emotions would come flooding into my consciousness and I had no choice but to deal with them or give up my meditation.
It was tough, but it was worth it. After about a month of daily meditation I really started to see the positive effects. I felt a whole lot less depressed, and I was finally starting to enjoy the actual act of meditation. When I'd first sit down and close my eyes, all the fears, worries and emotions of that day would rise up, but now I'd learned to quickly and easily let them go. After that, the meditation would become very peaceful and relaxing, often blissful.
At first I had to sit down and close my eyes to meditate. Many people will tell you this is the "best" way to meditate, but I disagree. The "best" way to meditate isn't any certain way, it's being able to do it anytime, anywhere. After I became comfortable meditating, I started keeping my eyes open during meditation. Then I started meditating while walking around and riding on public transportation. If you just do it alone in your room, that's good to begin with, but the real strength in meditation applies to every aspect of your life. It's great being able to find a place of calm when you're sitting alone, it's even better being able to find a place of calm in a situation you'd normally find very stressful.
I suspect many many people already meditate regularly but don't understand it as such. They might do it during the morning jog, in the bathtub, while doing the dishes, or when laying down and waiting for sleep to come. Meditation isn't really something you "do", it's a pause between all that "doing".