OK, here's the scoop as it was told to me by a psychiatrist I trust:
If your depression is situational, you probably don't *need* drugs -- although they will kickstart your recovery -- you need psychotherapy. Therapy will help you learn to cope with situations that come up, and head many of them off.
On the other hand, if your depression has a more biological basis, which doesn't mean that it isn't triggered by a situation, just that it isn't only a specific situation that you're not coping with well -- then medications are probably necessary to help you avoid repeated relapses.
Current thinking is that jumping on the first episode of depression and medicating it into remission is the best way to avoid most relapses. While that doesn't mean that you can't do pretty much the same thing with subsequent episodes, it just means that if you medicate, say, the third depressive episode, you're more likely to relapse again at some point.
A combination of therapy and medications is more effective than either alone.
As for how long to stay on the medications, that depends a lot on the history of the patient, but in all cases it is highly recommended that one stay on medication at a therapeutic dose for a minimum of six months after full remission is achieved. For those of us with recurrent episodes of severe depression, staying on indefinitely is probably the only answer. (I hate that part a lot, since it's my status.) For people with a couple of episodes of depression, especially moderate depression, who have never really been medicated before, the suggestion is to try staying on the drug for two years post-remission. All of these suggestions are based on trying to minimize the chance of relapse. It's worth staying on the meds for that period of time to see if that will work in your case. The medications do not simply mask depression -- they actually help certain regions in your brain regenerate, which will in turn help make you less susceptible to depression in the future.
I hope that helps. Keep in mind that I'm not a doctor, nor do I play one on TV -- I'm just a depressive who has asked a lot of the same questions myself.
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There is no heroic poem in the world but is at bottom a biography, the life of a man; also, it may be said there is no life of a man, faithfully recorded, but is a heroic poem of its sort, rhymed or unrhymed.
Thomas Carlyle in essay on Sir Walter Scott
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