I've been to a few meetings of the Depression and Bipolar Support Association --
http://www.dbsalliance.org/site/Page...?pagename=home.
Seems like a pretty good group. Hopefully, they have a chapter in your area. There's also Depressed Anonymous, although they're of the opinion that depression is an addiction. I'm not sure where I come down on that yet.
Best of luck finding a group.