I see this is a long reply so if you just want to read my proposed solutions, skip to the third paragraph. The first two might give you valuable insight into the workings of the mind though and help you overcome depression.
Heres how I see it. There are two types of depression. Psychological and physiological. They are both interlinked though and one can eventually cause the other. Psychological depression is caused entirely by your belief system. For example, lets say you have a traumatic event like your family gets murdered. Most people would feel very bad about that and become psychologically depressed. If you believe that dying a violent death is the only way to be respected by Thor and allowed into Valhalla and that your family being killed was the greatest thing that could have happened to them, then you will feel good about it. Now, where the memory comes in. Sometimes when theres something bothering us and we can't resolve it in our minds, we just give up and forget about it. Unfortunately, that issue remains unresolved and will continue to produce negative feelings even though we don't consciously remember it. I learned this when I was younger. Sometimes I would have this bad feeling but not know why I was feeling bad. Then I'd go back over everything that happened during the day and try and remember something that was bothering me, then I'll remember an issue that I was trying to solve but got to lazy to resolve it. I resolve that issue in my head, then the bad feelings instantly go away. I used to do that all the time. Sometimes there are issues that we can't seem to resolve with our current mindset. We may be inclined to just forget all about the issue because the bad feelings temporarily go away but the bad feelings will continue to pop up and then years later, you have no idea what the source of these bad feelings are because the unresolved issue was from so long ago, you can't even remember it. Then there are issues that seem so bad, so horrific, so traumatic that you can no longer live anymore. As a defence mechanism, the brain blocks the memory so you can no longer remember it at all. They call this repressed memories. Without the memory, you can continue to live your life but unfortunately, the issue is still unresolved and the negative emotions and symptoms continue to arise. How can you resolve an issue when you can't even remember it? MDMA has been proven to be a wonder drug in this area. In MDMA therapy, the person takes MDMA and enters a far more positive mindset and in this positive mindset, the seemingly horrific, traumatic event, no longer seems to horrific and traumatic so their brain allows them to recall the memory. Then since they see the event with new eyes, they instantly resolve the issue because the issue itself, was simply a matter of perspective. A problem is only a problem depending on how you look at it. Psychedelics are also powerful tools for allowing one to resolve old, forgotten issues but it is a much harsher means of doing it so I don't think it should only be used to resolve minor, non traumatic issues, the traumatic ones may be too much for the person to deal with on psychedelics. Hypnotherapy is also a highly effective means to bringing unresolved issues to the surface and resolving them by looking at them with new eyes. Psychologists also help people by provoking the patient to recall these unresolved issues then helping them to resolve them, its a petty they can no longer legally implement MDMA therapy into their practice.
Now, physiological depression. This is depression caused by a neurochemical imbalance. For example, many people feel sad and depressed when they come down off cocaine. The lack and/or excess of various neurotransmitters in their brain is the cause of this depression. Some people are born with these neurochemical imbalances and some people gain them later in life. Most people here have probably experienced the depression caused by downregulation (where the body shuts down receptors in response to excessive amounts of the drug present) of various receptors after prolonged daily use of a drug (i.e. downregulation of GABAa receptors from benzo addiction, mu opioid receptors from heroin addiction, dopamine receptors from cocaine addiction etc.) Symptoms of physiological depression. Like I said though, psychological and physiological depression are interlinked. Beliefs, thoughts and even the things you hear and say (because it all influences your subconscious) can gradually alter your neurochemistry over time. For example, as a teenager, I used to think it was cool to be lazy so I would constantly call myself lazy and I remember one day a psychologist told me that if I keep saying that to myself, I'll become lazy. I actually liked the idea of being lazy so that just made me say it more. Well here I am 10 years later with a serious problem with drowsiness and lethargy. I turned into that lazy bastard that I used to say I was. For years now I've been taking amphetamines to counteract it but this summer I'm going to overcome it with hypnotherapy (already have the sessions booked). Thats an example of me influencing my subconscious (the part of your mind which controls the physiological processes that you don't). Beliefs have the same effect. If you read an article about depression that makes you believe that you are highly susceptible to it and have no control over it, then your subconscious will eventually start to manipulate your physiological processes in order to coincide with that belief. Eventually is the keyword there, all this stuff happens slowly, over time. Its kinda like planting a seed, initially theres nothing but eventually the seed sprouts and starts to grow. Beliefs are tricky because there are two kinds of beliefs, superficial/conscious ones and profound/unconscious ones. For example, I no longer beleive in Christianity because its so silly. Thats on a superficial, conscious level though. I often find myself automatically thinking about things like heaven and hell like they are fact. This is because I believed in all this stuff as a kid and since my mind was fresh, with no other beliefs to oppose it, these ideas seeped right into my mind and firmly established themselves. Logic overrides the conscious/superficial beliefs but not the unconscious/profound ones because the subconscious isn't bound by logic. Thats the beauty of it, it can free us from flawed logical systems in which we find ourselves imprisoned. Its very difficult to determine the cause of a neurochemical imbalance but I suspect a lot of physiological causes of depression ultimately have psychological sources. For example, my brother did MDMA every week for a few years and he started having extreme nightmares every night and other adverse symptoms. That was when he was between 16-19. Hes 30 mow and he still has problems with anxiety which he attributes to his MDMA use. I believe his residual anxiety is induced by his belief, not the drug use. I have done as much MDMA as him and I have never had anxiety in my life (besides during GHB/phenibut and benzo withdrawals). Theres plenty of empirical evidence showing that when hypnotic suggestion cures anxiety, the corresponding neurochemical changes occur in the brain. A hypnotic suggestion is the implanting of a belief into the unconscious/profound level. These profound/unconscious beliefs are kind of like programs for the brain. When a hypnotist gives someone the suggestion to lower their blood pressure, they implant the belief that their blood pressure is lowering.
So heres some things I would try if I had depression. I'll rank them in order of which I believe is most promising but ideally, one should combine multiple methods because often times, combining two things produces synergy that would the single components couldn't create alone:
1.) Hypnotherapy - While its real expensive, a skilled hypnotherapist can produce changes in a few sessions so it works out cheaper than constantly going to the doctor and paying for prescriptions over the years.
2.) Exercise - I used to hate to hear this and thought that the person recommending exercise was just health to begin with and thus, doesn't know how to solve a problem he knows nothing about but when I researched it, I changed my mind completely. There are two kinds of physiological changes caused by exercise. One is immediate and the other is long term. The immediate effects are: your body releases nitric oxide (which expand the blood vessels), endorphins (which give you a bit of a mood life) etc. but its the long term physiological changes that I'm interested in. By that I mean the effects which only begin to occur after you've been exercising regularly for at least 3 months. One of them is neurogenesis: long term exercise somehow triggers the creation on new neurons in the hippocampus. I read somewhere that this is actually what SSRIs (meanings its not the increases serotonin that alleviates depression, but rather the stimulation of hippocampal neurogenesis) which is an plausible theory for why SSRIs take weeks to start working rather than instantly. I can't remember the name of the compound now but I read that after a few months of regular exercise, an area of the brain grows and starts producing a hormone which makes you resistant to stress. Anyhow, there are plenty of articles on how exercise is as effective as antidepressants:
http://www.psychologytoday.com/blog/brain-bootcamp/201009/can-exercise-cure-depression
http://serendip.brynmawr.edu/bb/neuro/neuro05/web2/mmcgovern.html
3.) Adaptogens - Adaptogens counteract neurochemical/hormonal imbalances and help maintain homeostasis. I recommend rhodiola rosea cuz on top of its adaptogenic properties, it has mild MAOI properties which elevate the mood increase physical stamina which will help you exercise.
4.) Meditation - I used to think this was just some useless relaxation technique but after researching it, I see I was very wrong. Like exercise, long term meditation also causes neurophysiological changes. When they put advanced meditators under an EEG, they see that they produce unusual brainwave patterns when in the meditation state. Everyone knows about alpha, beta and delta brainwaves but in deep meditation, the lesser known gamma brainwaves become more abundant. I just started doing it myself so I'm crap at it, it takes serious practice because you need to get into a state where you're no longer thinking. What most people call meditation isn't really meditation. The meditation state is where you literally have no thoughts, you just observe. Supposedly when in that state you start getting visions and all kinds of other crazy things happen.