You can also check out Peter Kramer's "Ordinarily Well: The Case for Antidepressants" for the exact opposite take. And "Against Depression", also by Peter Kramer, is a good take on recent findings about the biological roots of depression.
Dr. Kramer - he's a psychiatrist, who specializes in depression. I only point this out as the gentleman who wrote "Lost Connections" is a journalist, and thus holds no education to the discussion.