Ah, time to put my learnin' to use!
Okay, depression isn't that complicated. That's the good news. Getting over it is a pain in the ass, that's the bad news.
Situational depression would be a case where an event or series of events, negative stressors, has caused you to have the blues. If this is the case then that is something that can be treated with cognitive or behavior modification therapies. These therapies basically are positive coping mechanisms that allow you to alter your paradigm and adjust your point of view. What I mean by point of view is basically a way to count your blessings. For instance, a concentration camp victim isn't going to be all affronted over a break up with a girl, where a young healthy man, who has had a relatively cushy life will be devastated. These therapies can help, but they are limited. The brain is an organ and it can get sick, either by nature or nurture.
Depression can be genetic, where there is no good reason to feel 'blue', you know it, but you do anyway.
However, this 'clinical' state can be hit by an major trauma, several traumas, or a series of never ending events. Just like if you drink heavily everyday, your liver will get sick, a litany of negative stressors can cause your brain to get sick, it gets stuck. You hit any organ with enough stress, that organ will get sick. So any depression can become clinical if the stressors in your life are unrelenting. Or you just may have a genetic predisposition to singing the blues.
You haven't given a whole lot of info for the basis of your depression, but it's one of the two or a combination of both. Only you can account for what the cause is, it's worth your while to check your family history. There is still a stigma attached to mild mental issues, but if you have a genetic component that is in play, if family won't admit, you can tell by their behavior. The behaviour to look for is compensation. Sometimes negative, like excessive drinking of drug abuse is a self medication. Obsessive behaviours such as being a work-a-holic, engaging in hobbies and putting an unhealthy importance on their importance, anger, sleep issues (too much or too little), etc. are all signs of compensation.
You really do want to account for at least trying to determine a partial cause as it will help you better understand why you are feeling the way you do.
Now, what to do about it.....
One thing to do, is to get away. Go on a long vacation, go to somewhere where nothing is the same as what you do normally. Go have some fun. When you come back, you can better understand your environment, if your environment is putting undo stress on you, you may be able to recognize it better when you haven't been in it for a while. That's the perspective thing. A lot of times, things are so common place, you don't even recognize them as problematic until you haven't been in that situation for a while.
Check your friends. Are they bringing you down? It's possible for people to appear to be your friend, but be bringing you down. The key way to recognize a negative relationship is to evaluate how selfish a person is. Selfish people will destroy if they can, with a smile on their face. While suiting their own purposes, they may be giving you "help" that is actually destroying you. The thing about narcissistic people is that often they don't know it, but the more selfish a person is, the worse they are for you. Selfishness destroys in inexpressible ways. Everybody is selfish to a point, but there is a line. When everything is about them, they are bad people who need to go.
Now for the good stuff, drugs....
Now the common thought surrounding depression is serotonin. When the brains ability to absorb or use serotonin is compromised, then feelings of depression are sure to follow. Dopamine has also been found to be lesser player, but a player nonetheless in depression. Here's where it gets a bit more complicated, because it's not levels of serotonin that's the problem, it's absorption.
The most common and effective medications are called SSRI's or selective serotonin reuptake inhibitors. What these drugs do, with a variety of side effects, is prevent the synaptic reuptake of unused serotonin, leaving more serotonin out to be 'plugged' into the receptors. Does it work? Yes, quite effectively however, there is still more to the story.
The issues of synapses is another key in the equation. Why is there serotonin to reuptake in the first place? It could be one of two things, the creation of synaptic branches has been compromised by the stress on the brain or again, you genetically don't have a good process for it. Or your synapses are compromised and don't absorb said neurotransmitters well.
Where this occurs in your brain will also effect the kind of depression you have. For instance, if this is happening in your amygdala primarily, you will have a lot of anxiety associated with your depression.
Sex hormones play a pivotal role in synapse function and generation. For instance, if you are suffering from low testosterone, or a woman low estrogen, depression can ensue. Depending on your circumstance, hormone treatment may be a more effective treatment for depression than the SSRI's. The problem is most Dr's won't look at that side of the equation, but low sex hormone production is highly correlated with depression. In other words, get your sex hormone levels tested. Don't accept 'normal' as an answer either, it has to be normal for your age. If your pumping 300 nl/dl of testosterone, that will be 'normal' according to charts, but normal ranges from 200 nl/ dl to 1200 nl/dl. Two people who have completely different levels, one six times higher than the other, can both be considered normal. A normal mid 20's male should be pumping between 600 - 800 nl/dl. You should not be hitting 300's until your like 50.
If you are pumping decent sex hormone levels, then you have something else going on and probably need the SSRI's.
The problem with drug treatments is that they are seldom a temporary fix. It does happen that people can take them for a while, taper off and be fine. But often it necessitates a life time commitment. So there is a lot to think about when it comes to treating this.