Probably depression is a variety of diseases, with rather similar symptoms making it hard to identify which of the possibilities is applicable in your case. At one end of the spectrum is the purely chemical one: for no good reason a person just ceases to be able to cope. There is NO apparent cause - it's purely the result of a chemical imbalance in the brain; this is the one where drugs are most relevant. Somewhere in the middle are depression caused a variety of identifiable causes, from chemical / biochemical issues in your body through to life being toxic to you in various ways. In this case drugs may help you to cope, but you need to make the life style changes to overcome this.

At the other end of the spectrum is the wholly 'neurotic', where the depression is as a result of an unresolved trauma / issue in your life that you've not dealt with and is now causing you problems. This requires the help of a counsellor to identify what the issue is and to defuse it. Here drugs may enable the person to have the energy to engage with the counselling process, as well, again, as allowing them to cope with life.

The waters are, of course, further muddied when elements of all three of these are in fact present...

British NHS policy is laid out in

http://www.nice.org.uk/nicemedia/live/12329/45890/45890.pdf

which gives a detailed discussion of medical best practice, whilst Wikipedia on Depression

http://en.wikipedia.org/wiki/Depression_%28mood%29

offers a starting point for deeper research, with some scary looking links to academic articles!