Generally speaking, the more expensive the car, the larger the depreciation will be. For many cars, it's the highest cost of operation.
The best way to minimize this expense is to buy used, or at the economy end of the scale, or both.
We bought our Corolla new, so we are taking the largest depreciation hit the car will have, but even as the original owners, we've only lost $8-9K in five years. That's crazy cheap for a new car. A flagship luxury car loses more than that the first time the transmission is put in gear. But, that Lexus sure is nicer to drive than a Corolla. Just a LOT more expensive to own.
Personally, I just couldn't drop that much money on depreciation. I ate $35K over the 11 years I owned the C230 and still sting from that. Over the next year I anticipate the Miata will depreciate very little, the Corolla $1500 or so, maybe less, the Highlander $1000 or so. Heck, someone offered me $1000 more than I paid for the HL! Maybe it's appreciating!