David Murray is, in my opinion, one of the wisest, most balanced pastors writing today when it comes to issues of mental illness and particularly depression. He wrote a book entitled Christians Get Depressed Too that you should check out. They are releasing a set of videos associated with the book. This is the first one.
If you have struggled with depression, I would commend it to you. If you don't know what depression is, I would commend it to you. If you are not sure if you are depressed or if you believe Christians cannot or should not get depressed, I would especially commend it to you.