This is a good little post, but you actually are branded in the US if you seek paid treatment for depression. See this: http://behavioral.kaiserpapers.org/prozacharm.html
It looks like the health care reform of 2010 prevents insurance companies from denying you coverage due to pre-existing conditions (starting in 2014): http://www.csmonitor.com/USA/Politics/2010/0324/Health-care-...
Spoken as someone who knows.