I am not a sufferer but I work with people who are; everyone I see who improves is working on multiple levels ( mind, body, soul). As a herbalist I rarely make generic recommendations for serious conditions, but I will share some of the best resources I know.
An overview of nutrients and depression:
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2738337/
A somewhat different perspective from Chris and a ton of resources:
http://chriskresser.com/depression
http://www.toddcaldecott.com/index.php/ ... depression
The usual excellent overview from Todd, but I am a little wary of his herbal suggestions - simply because some - bacopa, anemone - are really best handled by a professional, and also it is very challenging for an untrained herbalist to select which ones to use and in what proportion. I've been working with plants since the 1980s and I am still studying formulation; it's a lifetime to master. I don't advise just taking these herbs at random. But the overview is very good here.
Nutritionally, in my practise and experience I've found that limiting or eliminating gluten is often helpful, insofar as any allergy or sensitivity should be removed; diet needs to supply our nutrient requirements but beyond that there are many personal variables. I often see people helped with a Paleo-type diet, but I'm working with a fellow animal lover(rescue worker) who is depressed in part due to the horrific things she's seen in her job, and her switch to a balanced vegetarian diet has been helpful..on a spiritual level, but I feel a liver detox (associated with abstinence from meat) is part of it. In most cases I see benefit with supplemental VitaminD3 (and I do recommend a full bloodwork to check those levels and B12, etc). and with magnesium, Bcomplex and marine lipids (fish oils or krill, always with additional VitaminE unless otherwise indicated). Some people report improvement with SAMe, if you're not familiar with it, check here:
http://well.blogs.nytimes.com/2010/08/3 ... epression/
Good diet (meaning personally tailored to YOU) with the right herbs, and sleep! is an important platform for the all-important Innerwork and may provide just that level of relief required to make a difference.. I highly recommend seeing a skilled herbalist, naturopath, nutritionist in your area.