Wow. Such hostility on this thread!
I agree that modern psychiatry needs to admit its failures and expand its willingness to address other possible biochemical causes of depression (think endorphin deficiency, hormonal causes, etc.)
That said, most cases of depression require more than one "magic bullet" treatment--whether it's medication, counseling, dietary changes or what have you. Depression usually stems from a combination of genetic, environmental, psychological and health-related causes...doesn't make sense to address only one of these areas.
In my own experience, low-dose opiates and stimulants have been the most effective treatments, hands down. Here's a list of the things I've tried to deal with my anxiety/depression/fatigue:
*Psych meds (Luvox, Prozac, Anafranil, Effexor, Lexapro, Wellbutrin, Elavil, Cymbalta, Risperdal)
*Inpatient treatment
*One-on-one counseling
*Group counseling
*Dietary changes (eliminating wheat and other allergens, adding more variety to diet, etc.)
*Daily exercise
*Spiritual/self help books, courses and online info
*Illegal drugs (opiates, stimulants, pot, hallucinogens, MDMA, several RCs)
...and that's just what I can remember. All of this since the age of 16, when I was first admitted to the psych ward for severe anxiety. Now I'm 26 and have just about lost faith in modern medicine when it comes to treating mental illness. It's hard to deny the effectiveness of something when it works so well with so few side effects, even when addiction is a potential risk.
When it comes to mental illness, I think you have to try lots of things and do what's right for you. Be open to anything, but do your research to weigh the risks/benefits first. If one thing fails, try something else.