I was diagnosed with severe social anxiety when I was 15 and dealt with depression all my life so what I have learned is that meds don't work. At all. It's a mind trick; you think it's working, so it's gonna work. If you don't think it's gonna work or it is working, it isn't gonna work. It's all crap to me.
How I learned to overcome depression is going out, having fun, exercise, FOCUS on something positive, set a goal for yourself and try your best to achieve it, enjoy the breeze, learn to appreciate the beauty of the outside world. The earth is beautiful, ya know? Depression can be caused by a lot of things but it's mostly an issue that was in the past that triggers it and most people don't know how to cope with that. What I've learned for myself is that you almost have to teach yourself to accept things for what they have been and what they have turned out to be. Teach yourself to accept pain so it is almost instinct to recover. Say someone betrayed you and you fell into a depression. Say to yourself: "Okay, he hurt me. Now what?" What you feel can be controlled, believe it or not. Also, learn how to differentiate alone time with loneliness. There's a difference. Make sure you're always content with what you are doing and don't give into pressures. Sadness is the most tempting emotion and it's up to you to deny it.