Whilst skimming the New York Times, I came across this article delineating the depression paradox (Be warned, it is long):
http://www.nytimes.com/2010/02/28/magazine/28depression-t.html
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On Psychology and Neuroscience 
Sweet.
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Here are some key passages that really hit me. There are some really thought-stimulating ideas in this article
For some unknown reason, the modern human mind is tilted toward sadness and, as we’ve now come to think, needs drugs to rescue itself.
Like a fever that helps the immune system fight off infection — increased body temperature sends white blood cells into overdrive — depression might be an unpleasant yet adaptive response to affliction.
We are not a blank slate but a byproduct of imperfect adaptations, stuck with a mind that was designed to meet the needs of Pleistocene hunter-gatherers on the African savanna.
Such research has reinforced the view that rumination is a useless kind of pessimism, a perfect waste of mental energy.
Experiments show that neurons in the VLPFC must fire continuously to keep us on task so that we don’t become sidetracked by irrelevant information.
“Depression is not really like sadness,” Kramer has written. “It’s more an oppressive flattening of feeling.”
The moral, Nesse says, is that sadness, like happiness, has many functions.
We’ve been so eager to remove the stigma from depression that we’ve ended up stigmatizing sadness.”
he found that people on antidepressants had a 76 percent chance of relapse within a year when the drugs were discontinued. In contrast, patients given a form of cognitive talk therapy had a relapse rate of 31 percent.
The results were clear: shoppers in the “low mood” condition remembered nearly four times as many of the trinkets. The wet weather made them sad, and their sadness made them more aware and attentive.
In other words, the mere presence of a challenging problem — even an abstract puzzle — induced a kind of attentive trance, which led to feelings of sadness.
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