Yeah UbuntuniX is almost universally right. Anti-depressants can be very bad for you. There are cases where it works, sometimes someone just needs an artificial "pickmeup" to get into a more permanent better mood but I recommend staying away from most medications. Read about the negative side-effects on the Internet or wikipedia. There are some milder medications that carry fewer side-effects you could try.

That being said there are some "herbal" remedies that work for at least mild depression. I don't have much experience w/ depression but I have anxiety and the same anxiety supplements I've tried would appear to work for depression.

St John's Wort is probably the most popular but it's not my favorite. Rhodiola Rosea and Passion Flower work great for anxiety. 5htp works pretty well for depression from what I've read, but really isn't the best thing in the world for anxiety. Just look around there are plenty out there. Some you may have to order over the Internet.

Listen to what everyone is saying, exercise (it really does work, I recommend hitting an actual weight lifting program like rippetoe's, 3x8, etc), and look into some supplements. Just cause it's a supplement doesn't mean it wont have negative side-effects, but you can read about the side-effects on different supplement websites and find out what might work for you.

edit -- oh yeah try to limit masturbating. People like to say that masturbating is OK and everything but it does effect the chemical balance in your head and generally speaking the less often you do it, the better you feel mentally. Look up something called sexual exhaustion.