Depends on whether the depression is situational. People don't like to admit that sometimes people are sad because their situation, and not because of something inherent to themselves. Sadness -- even persistent sadness -- can sometimes be a healthy response to an unhealthy environment, that drives you to try and change your situation for the better.

The problem is when the sadness becomes the crippling kind that prevents you from acting to change the situation that's making you sad to begin with. It can be helpful, I think, to take anti-depressants long enough for you to be able to enact positive change in your life.

My wife was taking anti-depressants as she finished up college, then she went traveling, met me while we were both backpacking, we got married, have two kids. She weaned off the anti-depressants while we were engaged. She gets transitory anxiety attacks every once in a while, but she's told me she's never had a relapse of depression. I think she was just bored and lonely and stressed in college -- a temporary situation.

This is all just my personal opinion, i'm not a psychiatrist.