This article outlines some general treatment guidelines which you may want to take into consideration when seeking or administering treatment for clinical depression and related mood disorders. The discussion below is not meant as an alternative to seeking treatment for depression from a trained mental health professional.
First, depression as discussed here refers only to Major Depressive Disorder. It does not include information on the treatment of Bipolar Disorder (manic-depression).
Regardless of what you may have heard, Depression is not simply caused by a 'chemical imbalance' in the brain. There is no such proven fact, only a theory, just like the half-dozen or so psychological and other medical theories for the cause of depression. Most clinicians practicing today believe that depression is caused by an equal combination of biological (including genetics), social, and psychological factors. Treatment approaches which focuses exclusively on one of these factors is likely not as beneficial as a treatment method which addresses all three of them. Depression is a very complicated disorder and research is only beginning to fully grasp the complexity of factors -- personal, genetic, biological, societal, and environmental --which are involved. Any explanation or approach which emphasizes only one factor as the cause of depression is misleading and simplistic. Individuals should avoid accepting a simplistic answer to such a devastating and complex disorder.
The studies discussed below do not yet predict individual responses to the specific treatments mentioned. In other words, just because a particular treatment works for most people still does not mean it will work for you. It is more likely to work for you if it worked for many other people, but no scientific study, either in psychology or medicine on this topic, yet are specific to an individual's own situation, environment, genetics, etc. Keep this in mind.
There are a wide number of different types of effective therapeutic approaches utilized for the treatment of depression today. These range from cognitive behavioral therapy, to behavioral therapy (ala Lewinsohn), to interpersonal therapy, to rational emotive therapy, to family and psychodynamic approaches. Both individual and group modalities are commonly used, depending upon the severity of the depressive episode and the local resources within an individual's community.
Cognitive-behavioral therapy is the most popular and commonly used therapy for the effective treatment of depression. Hundreds of research studies have been conducted to date which verify its safety and effectiveness in use to help treat people who suffer from this disorder. Aaron T. Beck is the father of this therapeutic technique and he has authored books and studies supporting cognitive-behavioral therapy. Consisting of a number of useful and simple techniques which focus on the internal dialogue which takes place within a person's mind, cognitive-behavioral therapy is not concerned with causes of the depression so much as what a person can do, right now, to help change the way they are feeling.
Therapy begins by establishing a supportive therapeutic environment which is positive and reinforcing for the individual. Educating the client within the first session or two is usually the next step about how depression for many people is caused by faulty cognitions. The numerous types of faulty thinking that we as humans do are discussed (e.g., "all or nothing thinking," "misattribution of blame," "overgeneralization," etc.) and the client is encouraged to begin noting his or her thoughts as they occur throughout the day. This is imperative to further success in treatment, for the individual must understand how common and often these thoughts are occurring during a single day.
In cognitive-behavioral therapy, emphasis is placed on discussing these thoughts and the behaviors associated with depression. While emotions are certainly a focus of some of the time throughout therapy, it is thought within this theoretical framework that thoughts and behaviors are more likely to change emotions than trying to attempt a post-mortem analysis of why a person is feeling the way they are. Because of this approach, cognitive-behavioral therapy is short-term (usually conducted under two dozen sessions) and works best for people experiencing a fair amount of distress relating to their depression. Individuals who can approach a problem from a unique perspective and those who are more cognitively-oriented are also likely to do better with this approach.
Interpersonal therapy is another short-term therapy utilized in the treatment of depression. Focus of this treatment approach is usually on an individual's social relationships, and specifically on how to improve them. It is thought that good, stable social support is imperative to a person's overall well-being and health within this framework. When relationships falter, a person directly suffers from the negativity and unhealthiness of that relationship. Therapy seeks to improve a person's relationship skills, working on communication more effectively, expressing emotions appropriately, being properly assertive in social and occupational situations, etc. It is usually conducted, like cognitive-behavioral therapy, on an individual basis but can also be used within a group therapy framework.
Most individual approaches, whether they are cognitive-behavioral, interpersonal, behavioral, rational-emotive, or what-have-you, will emphasize the importance of the client taking a pro-active approach in therapy. That is, the patient is encouraged to do daily or weekly homework assignments in-between therapy sessions which are imperative to the success of the treatment approach. Therapy is an active collaboration between therapist and client. If the client is not yet able to participate actively in therapy, then a supportive environment should be provided until medication helps energize the individual further.
Psychoanalytic or psychodynamic approaches in the treatment of depression have little research to support their use at this time. While many therapists may make use of psychodynamic theoretical constructs to help conceptualize an individual's personality or specific case, it is likely that applied approaches in these areas are ineffective and should be avoided.
Family or couples therapy should be considered when the individual's depression is directly affecting family dynamics or the health of significant relationship. Such therapy focuses on the interpersonal relationships shared amongst family members and seeks to ensure that communications are clear and without double (hidden) meanings. The roles played by various family members in reinforcing the depression within the patient are often examined as well. Education about depression in general can also be an important role of such therapy.  Individuals who suffer from seasonal affective disorder, a form of depression which is related to the change of the seasons within their geographic location, may benefit from bright light phototherapy. 
Hospitalization of an individual is necessary when that person has attempted suicide or has serious suicidal ideation or plan for doing so. Such suicidal intentions must be carefully and fully assessed during an initial meeting with the client. The individual must be imminent danger of harming themselves (or another). Daily, routine daily functioning will likely be negatively affected by the presence of a clear and severe major depression. Most individuals who suffer from major depression, however, are usually only mildly suicidal and most also often lack the energy or will (at least initially) to carry out any suicidal plan.
Care must be taken with regards to any hospitalization procedure. When possible, the patient's consent and full understanding should first be obtained and the client encouraged to check him or herself in. Hospitalization is usually relatively short, until the patient becomes fully stabilized and the therapeutic effects of an appropriate antidepressant medication can be realized (3 to 4 weeks). A partial hospitalization program should also be considered.
Suicidal ideation should be assessed during regular intervals throughout therapy (every week during the therapy session is not uncommon). Often, as the individual who suffers from a depressive disorder is beginning to feel the energizing effects of a medication, they will be at higher risk for acting on their suicidal thoughts. Care should be used at this time and hospitalization may need to be again considered.
Selective serotonin re-uptake inhibitors (SSRIs) are the most commonly prescribed medication for depression today. Prozac (fluoxetine), Paxil (paroxetine), Zoloft (sertraline) and Luvox (fluvoxamine) are the most commonly prescribed brand names, but SSRI medications should not be prescribed in conjunction with the older MAOIs (more popular in Europe than in the U.S.). (Allow for at least 5 weeks while switching in between these two classes of antidepressant medications.) There have been few long-term studies conducted on SSRI medication to ensure their safety and effectiveness given for anything longer than a few months at a time. FDA approval was received on these medications after study trials lasting only 8 to 12 weeks.  Care should be utilized when taking these medications for more than a year. An inadequate or incomplete trial of an antidepressant medication, the preferred medication for use in depressive disorders, is often correlated with increased suicide rates.    Patient compliance with medication is a larger concern than often realized, especially when prescribed by a family physician. 
Electroconvulsive Therapy (ECT)
Electro-Convulsive Therapy (ECT) is a psychiatric treatment for persons with very severe mental disorders that have proven unresponsive to other forms of treatment (typically multiple attempts to treat with medications of various types). ECT involves a Psychiatrist (a highly trained medical doctor specializing in the treatment of mental disorders) sending an electric current through the (sedated) patient's brain under very controlled conditions. This doesn't sound too good, I know, unless you consider that this treatment often has a remarkable therapeutic effect when no other known form of treatment can help. ECT patients often experience memory loss for the events that happened near in time to their treatments, but to my knowledge, patient's ability to remember new information thereafter is not substantially affected. ECT is not used casually, but rather only when more conventional treatments have failed.
Phillip W. Long, M.D. (of Internet Mental Health) on ECT therapy: When rapid lifting of the depression is deemed necessary to prevent suicide, electroconvulsive therapy may be a treatment of choice. Research, however, has yet to show that ECT is superior to antidepressant medication.  Ordinary ECT treatment given for several sessions beyond remission of the depressive symptoms. Stopping the treatments as soon as remission occurs is associated with a higher incidence of relapse. The total number of treatments is usually between eight and 12, given at a rate of about three per week. ECT may be given in combination with antidepressant or antipsychotic drugs. ECT may cause severe confusion (delirium) when used in combination with lithium. 
Self-help methods for the treatment of this disorder are often overlooked by the medical profession because very few professionals are involved in them. Depression-oriented support groups are especially effective, since they allow the individual an opportunity to socialize and be with others who suffer from similar feelings. Many support groups exist within communities throughout the world which are devoted to helping individuals with this disorder share their commons experiences and feelings.
There are many useful self-help books (such as "The Feeling Good Handbook") which are available on the market today to help an individual overcome depression on their own. Some of these may be effective for some people and no other type of treatment may be needed, especially for people who suffer from a mild case of this disorder. Some books emphasize a cognitive-behavioral approach, which is similar to those used within individual therapy and therefore may be of use to an individual before they even begin therapy.
Patients can be encouraged to try out new coping skills and explore their emotions with people they meet within support groups. They can be an important part of expanding the individual's skill set and develop new, healthier social relationships.
Psychotherapy, Medication or Both?
Combined treatment of psychotherapy and medication is the usual and preferred treatment of choice for depression. This is likely the most commonly-used treatment for depression today and there is absolutely nothing wrong with it, since it, too, has been proven very effective. Never go against professional advice given with regards to your treatment, unless you have first discussed it with your treatment providers. Especially with depression, it is better to play it safe, than be sorry.
Psychotherapy is likely the second treatment of choice for depression, regardless of the depression's severity or symptoms. Multiple meta-analyses have come to this conclusion, so it is not a conclusion based on just one lone case study or the like. (No one study, even the NIMH study on depression, should ever be used to draw far-reaching, generalized conclusions about a treatment's effectiveness. Meta-analyses are always preferred by research scientists.)
Medication alone should be your last choice and only used as a last resort. Multiple studies have shown that medications don't work very well in the long-term.
Always consult your physician or psychiatrist before beginning or stopping any medications. This article is not meant as advice to your specific situation, but as overall education.
People who are taking psychotropic medications should better inform themselves as to the negative and adverse side effects of those medications. Ask your physician about these, or consult the insert for your medication (which you can also request from your doctor if you do not already have one). Also, drug handbooks found in many larger bookstores in the medical section might come in handy, as will the PDR. You might also benefit from a more thorough understanding of how political and un-scientific the drug approval process is in the United States by reading Breggin & Breggin's book, Talking back to Prozac (1994 ).
As Consumer Reports noted in their two articles, Pushing Drugs (Feb., 1992) and Miracle Drugs (March, 1992), physicians are actively marketed to by drug companies, given free gifts and vacations. You may find that when a new antidepressant medication comes on the market, that you suddenly see a whole host of psychiatrists prescribing it, not based upon the medical research, but because it's new.
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