This is in no way a personal attack, bro, as you're entitled to your opinion, but I think there's a problem with your example which illustrates the fundamental disagreement between the pro- and anti- depression medication camps. By comparing anti-depressants to pain killers, you're assuming that the depression is itself a symptom of some emotional problem, whereas proponents will claim that the depression itself is the problem. You wouldn't object to wearing a cast for the broken leg, would you?
The brain is like any other organ in that it can malfunction. If someone has diabetes, we all agree that there's something physically wrong with their pancreas, or if someone has asthma, we agree that their lungs are malfunctioning. They would have to be in order for those symptoms to manifest. Yet, when someone has depression, people seem reluctant to agree there is a problem because they have this illusion that anything that happens in the brain can be consciously controlled by the brain. People seem to forget that the brain is the very organ that is malfunctioning. How can you be expected to fix your malfunctioning brain by using your malfunctioning brain to do so?
Feeling happy or depressed, as much as some people would like to ignore (for religious reasons, among others), is a physical state as much as a mental one. There are things going on in the brain when you're happy or sad or angry that are tangible (hormones, chemicals, neurotransmitters, etc.). If your body was suddenly unable to produce an essential chemical, there would be no "thinking your way out of it."
The big problem, in my opinion, is that there are indeed people who probably don't have the clinical illness known as depression, and maybe are just "down in the dumps" or whatever. Whenever you have a disease such as depression that is not well understood yet and is difficult to quantify, you will have people being incorrectly diagnosed, or faking the disease as an excuse to get disability insurance, etc. But that's no reason to deny the existence of the disease. Frankly, it would surprise me more if clinical depression didn't exist, even if no cases had ever been reported before.