Personally, I found it a little helpful, but your mileage may vary. Light therapy can actually be pretty tricky, so it would be best to get some recommendations from your doctor about it. You need a certain type, that emits a certain amount of light, and you should do it at a certain time every day based on your circadian rhythm.
I will say that I never did find it as helpful as the real sun, which is free. If you can make yourself go out for a 30 minute walk in the mornings, even in miserable weather, you’ll also see some improvements. I used to live in the snow belt, so I’m well aware of just how awful that can be, but it’s at least worth a try!
Frankly, if you have the ability, the best thing might be to just move.