For me, therapy has been effective. There are often - maybe always - things underlying depressed moods. I have taken several antidepressants and antianxiety meds over the years, with mixed and usually disappointing results. Prozac was the best so far, but I got physical side effects and it finally stopped working. I am currently on Adderall (an ADHD med similar to Wellbutrin) and it is definitely helping reduce depressive symptoms.

Meds are often not a cure-all. Exercise, good diet, social connections, meaningful activities and therapy are all helpful too.