I have suffered from depression since the age of 4. I have never taken any type of medication. The biggest reason for this is because I did not seek professional help until I was 37 after a severe trauma. By that time I had seen my father, who also suffered with depression, suffer horribly more from his medications than from the depression (I blame his doctor's lack of knowlege more than the drugs themselves...he is a quack). But at that time I refused to take any sort of medication and, for me, it was the right choice.
My opinion is that depression is a symptom of something deeper and, for me, numbing the feelings would have delayed my recovery...and I have totally recovered. I am 48 now and I am always full of energy and enthusiasm for life. There was a time when all I wanted to do was sleep. Now I rarely am in bed after 8am.
I can't stress enough that for many medication is a vital componant to their recovery. Everyone is different. For one thing, I never EVER had suicidal thoughts.

My journey to recovery has been based on spirituality and some beliefs that are not widely accepted in the mental health community. If fact, after being free of depression for about a year I had a psychiatrist tell me my belief of what my depression was, was "erroneous". If he were correct I would still be living in despair.