Well, speaking as someone who was born and raised in Anchorage, I think it's a DARN SPIFFY place to live! Both of my brothers are raising their families in Alaska (one's in Wasilla and one's in North Pole.) My SIL has 4 kids and is homeschooling and all the kids are energetic, fabulous kids. Interested and interesting & they do tons of stuff.
Yes, it gets dark in the winter. My experience with Anchorage is that it gets light around 9AM and the sun is heading down at 3:30 in the dead of winter . BUT the flip side of that is that in the summer, when there's no snow and your kids are not in school, it just doesn't get completely dark. VERY nice.
There's so much open space in Anchorage and so many great outdoor activities. My brothers fared better there than I did because I was into theatre and the arts and they were into sports & outdoor stuff, so that's why I didn't stay. I still miss it, though. My brother is into skiing and snowmachining in a big way - he hunts, he flies, he hikes, he goes out into the wilderness and his kids all go along, insanely swims in the ocean and does triathalons (which his oldest has started participating in with him). Fabulous experiences with nature that you can't get anywhere else. My other brothers girls are more into the arts -- one of them won a statewide competition playing her French Horn and is heading for a music conservatory in the lower 48 next year & wants to play for a major symphony -- so there's opportunities for everything.
The depression thing because of the light -- I never felt that and I never knew anyone who really did. We had stuff to do, you know? Now, if you were alone in a fishing cabin for months at a time with no place to go, I could see that - but there's LOTS of stuff to do and groups to get involved with in Anchorage.