alt.support.depression FAQ
http://www.faqs.org/faqs/alt-support-depression/faq/
Just what the title says: the FAQ of the newsgroup alt.support.depression. A lot of information, but strongly biased towards a "shut up and do what the nice doctor tells you" perspective - for example, it totally denies that ECT has any negative effects and dismisses the experience of people who've had problems with it. Still, there's some useful material here.
Dr. Ivan's Depression Central
http://www.psycom.net/depression.central.html
Primarily a massive list of links on anything and everything related to depression, though there are also a few articles sprinkled in amongst them. Unfortunately, there's no distinction between internal and external links so finding the articles that are actually housed on this site is more a matter of luck than anything. Most of it is geared towards mental health professionals, but there's also a certain amount directed at depressed people and their friends and families.
Hole Boy
http://www.beanbagcentral.com/holeboy/
A personal journey through depression, in comic book form. Fascinating and disturbing.
Hypericum & Depression
http://www.hypericum.com/
An interesting site on the uses of St. John's Wort, a.k.a. Hypericum, in treating depression. Contains the complete text of the author's two books, How to Heal Depression and Hypericum and Depression, plus details on the various clinical studies that have been done since the book was published. Note that the link to the book Hypericum and Depressionon the main page is broken, but you can still get there via the "Hypericum in a Nutshell" link.
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.
Understanding & Treating Depression
http://www.couns.uiuc.edu/Brochures/depress.htm
Text of a brochure that outlines what clinical depression is, how it can be treated, and how to be supportive to someone who's dealing with it.
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.