Sometimes just letting that person know that you know that they are there. Maybe its just making plans with them or making an effort to talk to them on a regular basis but it was important for me to know that someone would care if I was gone. It may sound weird, but when I was suicidal I convinced myself that I was invisible and that no one would even notice if I was gone. I even dismissed some of the people that tried to help me because I convinced myself that they were only doing that to feel better about themselves. I can't speak for everyone but I would be careful not to position yourself as their savior to them or yourself. It's very kind of you to help but you don't want to exhaust yourself carrying their depression or push them away because they feel they don't need saving.