There have been several threads relating to feeling low in winter with several of us using a light box.
As a good research student I did a lit review before buying mine to try and get a grip on what the science was saying about using them - separate the myth from the fact.
I get a synopsis of medical info periodically and todays included this article on SAD and winter blues that I offer for others interest:

http://www.medscape.com/viewarticle/736715

My reading indicated an additional benefit in using a light box to extend the length of light in the day as well as its intensity/quality so have one as an alarm gradually producing a dawn in my bed room half an hour before my alarm time (and a further half hour before I can get moving). Does it work? I believe I am feeling better than previous years but honestly there are too many variables to be sure it is down to this. But no adverse effects other than cost of the box.