It can be helpful to split a depression into five parts and consider the weather each part brings. The following list is in the order it passes over Britain.

1. In "front of" (east of) the warm front. The wind is increasing, the temperature is relatively cool, clouds are high and thin and it is dry.
2. At the warm front. The wind is stronger, veers in direction (e.g. from south-west to west), cloud cover is lower and thicker, the temperature is warmer and it is raining.
3. In the warm sector (between the fronts). As the name suggests this is the warmest part of a depression. It has broken cloud and occasional showers.
4. At the cold front. Thick cloud, heavy rain and hail, sudden drop in temperature. Wind direction continues to veer (e.g. from west to north-west) and the wind picks up in speed.
5. "Behind" (west) of the cold front. Cold, with clearing showers. Wind speed drops off.

The animation below shows in 20 seconds would would take about 20 hours to happen. The numbers match with the descriptions above.