Well, I'd avoid Deca.
In general I would be sure to keep estradiol level normal. That can be done with any cycle, but if not paying attention to it then a totally non-aromatizing cycle can drive estradiol too low which can cause depression, or an aromatizing cycle can drive it too high.
Free T3 can decline during a cycle, and depression has a fairly strong associated with free T3 and sometimes can be improved by improving T3. I'd consider testing it beforehand, and during.
Other than this, psychological response to anabolic steroids is pretty variable. I find Dianabol to be "feel good," in terms of sense of well-being, but another might experience no particular mood difference. Some will feel better on androgens that are known to increase sense of aggression, such as trenbolones; others may find it annoying. It's probably impossible to predict individual response to the synthetics, other than nandrolone having substantial incidence of depressive effect.
Testosterone, as already recommended, is a good basic bet.
As seekonk reported, androgen use can enhance mood up to a certain dosing level, but with further increases being detrimental to mood.