1. Indeed, there were serious trials before those were made available and prescribed. Those trials have to demonstrate that the medicine is better than placebo effect. I personally don't like to hand-wave away those trials to "big pharma bought them".
2. Yes, I inadvertently forgot to take a pill one day and only realized the next day. Coincidentally I felt depressed that day. It could only be a coincidence but I'm firmly convinced it's not. I'm not going to try to replicate the experiment though (especially since doing it on purpose could induce a placebo effect).
Edit: see answer, I'm probably wrong on that 2.