It varies from person to person really.
I smoked frequently for years and never had any difficulties, nothing but good times. Then life got tough all at once,major life change, friends moved away, got dumped, etc.. in the span of a month. Just had no goal or drive in life, so I just kept smoking all day, everyday. Wake til sleep, before class, before work. Low and behold I started to think that just made things worse. I became even more anti-social, was anxious in almost any social situation, stopped going to class, afraid to speak to anyone, and started having panic attacks.
So why not just stop if it was terrible?
Because it did provide temporary relief. It wasn't just two straight months of wanting to die. I'd get great laughs from watching Sean Connery's SNL Celebrity Jeopary on Youtube over and over or sit on my roof and smile at the sun, but a vast majority of the time my life sucked and I was doing nothing to fix it. Just get high from dawn til dusk, try to sleep(couldn't really do that, ya amazing), then wake up and repeat. But that first hit of the day always brought me a good hour.
And that was the problem. Everyday was just a vicious cycle of getting high and coming down over and over 5, 6, 7 times; never achieving that feeling I got from the first one of the day, getting lazier as the day went on and time just drifted by. I did nothing to improve my life or give myself a sense of a brighter future.
Did smoking weed cause this? No.
Did it procrastinate me making changes? Good chance.
Only break came when threw my phone off the wall in an unrelated matter and lost my dealers number, therefore cutting my supply. I went a week feeling like absolute trash with no substances in me, but was able to make my life a bit better eventually. Started talking to old friends, met new people through them, convinced my professors to give me a second chance, and am happily chasing girls again.
Have I given up smoking completely? Hell no.
But I have made some guidelines for myself because smoking can still flair up massive anxiety(the close cousin of depression) for me and has occasion.
So I just gave myself these two things.
1. Don't smoke before dark, I don't set a time, that's just too controlling
2. Don't smoke alone, unless it's right before bed.
So I'm either out partying with friends, getting drunk, or sleeping when I come down. It's been pretty easy to follow them and I have a good time when I get high. I break them sometimes and remember why I used them because it's just not fun and I panic.
But the moral of my story and to answer the OP, Is weed a good anti-depressant? Depends.
If you got ridden by your boss at work, had a fender bender, lost a little money, dog died, then, Yes. A nice joint will take those things right out of your mind and let you enjoy life and reflect on the good times.
But If you're depressed because you're losing your house, failing out of school, unemployed while broke, constantly feel alone, or in massive debt, then you need to make some serious life changes. And the chances are for most people, getting high all day will not motivate you to make those move because typically weed makes one lazy, it does me. (I say most people because all drugs work differently on everyone, some people are go-getters when stoned, power to them)
"Anti-Depressant" is a misleading name.(I hate SSRIs btw; they make me a walking cadaver) Depression isn't solved by any drug, but they can help motivate people to take the steps to make their life something enjoyable, whatever that may be, when otherwise they would just overwhelmed by depression. A younger, less wise, version of myself had to learn that the hard way, but am glad I did. I like to get to do drugs, get drunk, and socialize(it's fun and makes life less boring.)
Just realize it won't make your problems go away if you're really feeling depressed for a while. Also don't think it's bad to smoke all day either(Hell if I was rich, had my own island, and a sweet girl, I'd chain the bong around my neck) You just need to find your own balance of things to make you happy. It may be weed, it may not be. For me it's amphetamines in the day and alcohol at night; I'm alert, focused, and productive in the day, then get dumb and numb at night. That's my bliss and I'm having a great time.
Hope this helps.