To answer the OP's question: Stress, early childhood environment, drug intake, diet, genetics, all effect the brain.
First question, its because certain AP's effect certain proteins that effect depression. Or they can decrease certain neurotransmitter receptor subtypes which allow for more neurotransmitters of the other receptor subtypes to be transmitted resulting in an antidepressant effect.

I can't answer the second question, but I would like to know, as I am one of those people who gets really bad effects off of certain psych meds, especially the serotonin ones. Like irritability, mania and suicidal behaviors. Those drugs almost killed me, they made me suicidal and I almost killed myself 4 times. The best explanation I have for why they cause such problems is that the person's brain is wired differently so it causes too much of these neurotransmitters to accumulate in the brain causing bad effects, or that person metabolizes the medication so fast it causes horrible side effects with little or no therapeutic benefit. Not only are our brains different, but the enzymes in our livers are different to. As many of you know, too much of a good thing is a bad thing. You are right the chemical imbalance theory doesn't totally add up, especially concerning theories of mood and anxiety disorders, and as others have stated its an oversimplification of the complex system known as the human brain. The most well studied are ADHD, Addiction and Schizophrenia. The dopamine theories are well respected in regards to these conditions.

Coffee does help balance things out, for the imbalance caused by the initiation of caffeine use. Dopamine isn't only involved in feel good stuff, its also involved in stress/anxiety, motor skills, cognition, attention span, and long-term memory. Its a complex neurotransmitter that has both inhibitory and "excitatory" properties depending on which part of the brain we are talking about and what receptor subtypes they are firing on.
Addiction issues are sometimes the result of a naturally occurring imbalance. Sometimes substances are the cause of imbalance. As was stated earlier nobody knows for sure. But the theories that make the most sense to me, deal with early childhood, early childhood experiences can cause "natural imbalances" caused by stress in early childhood when the inner parts of the brain involved in reward/reinforcement are still developing leading them to seek out things later in life that can fill that void, that emptiness. Including but not limited to substances that stimulate those same reward pathways (all addictive drugs effect the reward pathways of the inner brain). Use of such drugs reinforces those imbalances, studies show that just one time dosage of stimulants or opiates alters the reward pathways of the brain which reinforces their repeated use leading to addictions.

Food works in the same reward pathways, which is why a lot of addicts are underweight, because their brains feel a decreased need for food, as they are being bombarded with constant rewarding signalling. Food is not as pleasurable to them, because cocaine is way more pleasurable. On the contrary some people have food addictions, or are addicted to having sex, thrill seeking, or workaholics. In animal studies on these pathways, animals will repeatedly push the lever that stimulates dopamine or has a drug that stimulates dopamine, rather than eating or having sex, until they either die or collapse from fatigue.