The cause of depression in most people is not medical, yet the most frequent treatment for depression is drug therapy. Why? There are really two key reasons. When is the last time you saw a Cognitive Behavioral Therapist advertise on TV? Because of the money behind the pharmaceutical industry patients and doctors are exposed to this choice more than others. This is one reason. The other reason is that the drugs do help in most cases. But there are, of course, negatives.
Studies have demonsrated that one of the side effects of anti-depressive drugs is suicidal thinking. More important, in studies where drug therapy is compared with or coupled with Cognitive Behavior Therapies (CBT), CBT is show to at least as effective and more effective in preventing a relapse of depression!
One of the difficulties facing physicians is that the symptoms of depression may be the same for a person suffering from depression for medical reasons as for one suffering for cognitive reasons. This makes it risky not to prescribe drugs. The best course of action is to couple CBT with drug therapy and then test the results by withdrawing the drug after a period of time. I would love to say use therapy alone first, but then I too would be a risk in this of litigation. And while I realize that therapy can be expensive, a motivated person can do a lot of work on their own by learning some tools of CBT. Some of the best resources are books by Albert Ellis who pioneered the development of Rational Emotive Behavior Therapy (REBT). You can find his books directly at his site (http://www.rebt.org/) or at most book stores. See my reading list for suggestions.