I have had depression off and on since I was a teenager, possibly even since childhood, though since I had a fairly rough time with my physically and emotionally abusive parents, it's hard to say if I would've been chemically depressed as a child in a "normal" loving family.
I've tried Prozac (which made me extremely violent and full of rage, which is totally not me!!!), Paxil (worked pretty well, but with terrible sexual side effects), and Wellbutrin (didn't work too well for me), along with a few other things here and there that didn't work.
I have been resistant to taking meds since my son was born, especially since I developed some anxiety and the med that worked best for me before (Paxil) made me feel even more anxious, to the point where I thought I needed to go to the hospital! I was afraid to take the anti-anxiety meds they prescribed because they are addictive, and that's the LAST thing I need going on in my life!
I also tried a lot of different herbal treatments, like 5HTP, high EPA Omega 3s, GABA, and the like, but nothing seemed to offer dramatic improvement.
In desperation, I tried acupuncture. I didn't even really believe in it, but I had read some studies online that it was as effective as standard anti-depressants in treating depression. It completely helped! I've been going off and on for the last two years, and though I've definitely had my down days or weeks, it hasn't been the crushing depression I've had in years past. I really believe the acupuncture has been a MAJOR help for my depression. My anxiety (which was something I'd never had in the past, but cropped up after a serious surgery I had to have) disappeared completely. Thank GOD. I found the anxiety a hundred times worse than the depression, and that's saying something!
I also had dialectical behavioral therapy (DBT) several years before I became a mom and found that very helpful. DBT was originally developed for borderline personality disorder, but then they modified it to treat other mental health conditions, like depression and anxiety. I found it extremely helpful as it teaches you to deal with your emotions and accept them without wallowing in them. Prior to trying acupuncture, DBT was my favorite thing I had tried for depression.
Now I am a huge fan of acupuncture and really recommend that everyone try it! Unless you are in a small town, most places have clinics that offer sliding scale treatment. I go to a college that offers treatments for $22 for an hour, which is fairly affordable. That's the full rate and they do sliding scale treatments at an even lower rate.
All that said, I know some people really need medication and do well on it. I personally hate being on medication because for me it's always had lots of side effects, and I also always feel like I am weak, even though intellectually, I think that's dumb and I don't feel like that about other people taking meds! We are always the hardest on ourselves.
On another note, my son has had serious behavioral problems since he was very young, and he has been prescribed Risperdal. I am very reluctant to give this to him. It was scary enough for me to take medications and feel some of the bizarre and troubling side effects (shaking, teeth chattering, "zaps," feeling "out of it"), but I am an adult and I can articulate what's going on, whereas he can't do that as well. I wish I could take my son for acupuncture, but I know he'd find it painful and scary. (I even think it hurts, but it's worth it!) I wish there were some better alternative options for kids.