Hello Chicagobuddy,
I have dysthymia. Dysthymia is a serious state of chronic depression and the scientific literature tells us that 90% (https://www.ncbi.nlm.nih.gov/pubmed/7755112f) of those people with the condition get major depressive episodes as well. This is referred to as double depression. I have had this condition for nearly 30 years and it runs in my family. If I were to rate my mood when in a major depression then it would be a 1/10 and during the more chronic dysthymia it would be around 3/10 so to me there was never much difference. Describing one as mild and the other as severe never reflected reality for me. I am going to make some points numerically.

1 It is a getting a bit old now but this has been discussed by the CEO of Psych Central Dr John Grohol Dysthymia Treatment | Psych Central

2 It is a lie to say that antidepressants do not beat placebo. This is often used by people that fit the description of 'anti-psychiatry'. They are philosophically opposed to the use of medication and even to the diagnosis of mental illness. Here is an article which thoroughly reviews what the scientific literature actually says. You can look up the studies yourself as well to check if that article is accurate and I strongly advise everyone to do just that. Do not take my word for it, have a look yourself.
» The Antidepressant Wars, a Sequel: How the Media Distort Findings and Do Harm to Patients

3 Although the origins of the condition are diverse, there is strong evidence of structural abnormalities in the brain of people that have this condition and that genetics plays a very influential role
http://www.biologicalpsychiatryjourn...436-1/abstract
http://www.jad-journal.com/article/S...101-3/abstract
Dysthymia: a review of pharmacological and behavioral factors

4 Antidepressant medication is an important strategy. Here is an article that reviews the condition
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2719439/
And this compares psychotherapy to pharmacotherapy
https://www.ncbi.nlm.nih.gov/pubmed/16263177/
The conclusion of the above (pharmaceutical treatment is superior to psychotherapy) was written 10 years ago. The evidence for anti depressant treatment has progressed since.

5 You asked what medication next. I found that the SSRI's worked very well initially and then started to rapidly fade and I found myself back in depression. I have used most of those as well as the SSNRI'S. I had more success with the SSRNI's although Cymbalta and Effexor gave me sexual dysfunction and I never felt like I had fully recovered. I am now on the tricyclic medication Nortryptline and it has been the most effective medication by far. Here is a comparison of the medications,
https://www.ncbi.nlm.nih.gov/pubmed/15738743

This is about all I have time for. I might come back and post more studies later. Dysthymia is a legitimate medical condition. I found it relieving to find that it was not my fault and that my decisions were not responsible for my suffering; I had a real illness that could be treated. And while we need to get regular exercise, and pay extra attention to our diet and our lifestyle, these are in addition to the proper treatments that the worlds best minds advise us to pursue and are not a replacement for them.