The Mood Disorders Association of Ontario
http://www.mooddisorders.on.ca/
A self-help group for people with mood disorders (depression, manic depression, SAD) in Ontario. They offer a variety of support groups, a listing of clinics and self-help centres, a quarterly newsletter, and other resources.
Voices of Depression
http://www.blarg.net/~charlatn/voices.html
A collection of writings by people suffering from depression. The author also maintains a more conventional depression resources page, but created this one as a complement to it, something that would show the personal and experiential side of depression.
WalkersWeb
http://www.walkers.org/
Web site of Walkers in Darkness, which began as a depression support mailing list but has grown into a broader support and education organization. A lot of good information, but the site can only be navigated through a (shudder) Java applet, and there is no alternate navigation for those who don't like having their computer run at half speed and crash every five minutes, except for a few text links scattered here and there throughout the introduction.
Wing of Madness
http://www.wingofmadness.com/
Probably the biggest and best depression site out there. Includes a very active set of discussion forums, a chat room, web directory, bookstore, a guide to what to do during the six weeks it can take for antidepressants to start working, and more. Well worth checking out.
Women and Depression
http://www.apa.org/ppo/issues/pwomenanddepress.html
A fact sheet on women and depression - which we are apparently twice as likely to suffer from as men are.