most do, but most are very important, if someone suffers from clinicanl depression, i would say i more depressive than most, st. john's wort works like a charm, but do some research into it, i used a german brand with hypericin and hyperforin standardized, very important, since phytochemicals must assure some minimum dose of the (speculated or verified) active substance. I used it for a while, but, like all serotonin enhancers it did solidify my feelings a bit which i did not like that much, lately i am taking my regular dose of good qualtiy fish oil supplements with min 90% epa fatty acids, and i think they ve helped more than anything, don't know if it was just a chance coincidence but i was away and not taking them for a few days, and suddenly just for a few moments I had a depressive episode, you know of of those dark moods just for a couple of hours, nothing really scary just a feeling of pointlessness, a felt mood, not some intellectualization, needless to say i hit the bottle... of fish oils first thing. There have been some preliminary studies that would suggest they work, alone, or, and especially in conjuction with some antidepressants.
Above all you should find some therapist with a good grasp of both commercial pharmaceuticals and alternative therapies, it's not that easy to find, and they shouldn't be too gang ho for either, you get lots of dickhead docs out to turn a back out of the pharmaceuticals on one end and a lot of snake oil loony new age type on the other end but there is a happy medium that can be found. Much easier, and better to assess all that with someone who knows, saves a lot of time and grief, but like i said try to gauge where they re coming from.
As other people have said exersice and lifestyle adjustments work, but sometimes not on their own.
If you feel you are depressed, i should probably not be saying this in a gambling forum but this is also a community of sorts, you really shoudln't gamble, either gamble less, or not at all, gambling is very powerful, very addictive stressor and few can handle it properly.
If you need any help ask away, i ve got both proffesional and personal background in all these, but by all means and above all find someone trustworthy and knowledgeable professional and strike a helping positive relationship with them if, and maybe before, feeling too overwhelmed.
Jack.