Yes! That is exactly what you should do. Listing accomplishments at the end of each day will build your self confidence. I am currently trying to get off of Paxil 20 mg. It doesn't do anything for me but make me dizzy and feel like I'm in a dream world all the time.
When I was depressed one thing that really helped me get out of the cycle of negative thinking was to make a list of everything I'm grateful for every day. Also, I highly suggest finding something that can make you feel still and silent inside, whether its yoga or nature or meditation or running or photography..just anything that makes you feel calm. Our modern way of living is extremely stressful and anything that can take you outside of that and stop time momentarily will help you cope with anxiety. You could also try volunteer work. Working with those less fortunate often helps put things in perspective.
I looked at the general quality of my life to keep things in perspective for me. And the realization that my life will NEVER be perfect, and to welcome that the imperfections build character, so have fun with them. Generally it's always important to have a good attitude. Its very hard to do through depression though.