I'm glad to see a thread on this subject. I have never had anything in the "clinical depression" categories, but have experienced it in those close to me. My first college roommate talked about suicide a lot, and killed himself summer after freshman year. Also, my mom was real depressed after my dad died.

And I did some "rational-emotive" therapy after my wife divorced me to marry her boss, and they wouldn't let me see my infant son.