Overall the most thorough with no side effects is diet, exercise and inspiration. I used to be on Wellbutrin and in and out of therapy for years which was helpful but band-aided the problem. Intense and changing up my exercise routines, eating healthy food, avoiding caffeine and yoga has made me feel nearly 100% better. It sounds/looks harder than it is. I work out 4 days a week with weights for about 30 minutes, do about a 90 minute session of yoga twice a week then walk a few hours tied in with avoiding foods with high carbs, sugars, fats and I feel really good. Unless its a chemical thing in your brain which medicine can possibly help, the exercise for me is mandatory and never negotiated. Hope that helps and that you can feel better soon. Also be sure to be taking Vitamin D for the winters with no/little sunlight.
Here, here, Patrick. You nailed it! I've gone through a lot of depression over the years, and I find my deep water workouts and exercising can help a lot. Being out in nature and breathing in the air can do wonders. Pets can also help.
I would not recommend Prozac. But thats personally my opinion. I have a high tolerance to pills, so 150 mgs a day was still a waste of time for me. havent found much that helps. Long walks and time to think are great though :)