Unfortunately the medical community too often focuses its attention on researching and promoting the use of anti-depressants and medication as a method to alleviate depression, stress and anxiety disorders. My friend is a pharmaceutical company rep and he explained that doctors can be influenced by drug companies to promote certain products. He explained that it is a well known fact in his industry that companies that have deep pockets find ways to reward doctors who promote their products.
As an example, I've personally been prescribed anti-depressants when I started having sleep problems, something the doctor decided in a 15 minute interview without completing anything close to a mental status exam. In fact I could have easily faked the symptoms to receive the prescription. This type of "care" by our medical community is highly unethical and can do more harm in the long run.
Unfortunately this is because our mental health professionals in the medical system rely heavily on the DSM-IV, and as a result you could be diagnosed with multiple problems depending on the psychiatrist or family physician you see. It's all very subjective and in many documented cases patients end up with conflicting information and diagnosis.
My recommendation is to find a competent and experienced psychiatrist who doesn't take the DSM or his own opinion too seriously, and who instead focuses on finding the root cause of your stress or depression, and is more interested in improving your quality of life.
I'm by no means advocating that you stop your medication. God forbid! That would most likely cause serious problems and would be unethical for me to suggest. I'm not your physician and nor do I claim to have expert knowledge. So please keep taking your medication.
However, I do believe that many doctors are not as invested in using a more holistic and humanistic approach to helping their patients. By this I mean that many of them could do more by prescribing exercise, therapy, and social activities to help promote positive and satisfying life experiences which in themselves provide the necessary second part of the cure for the depressive state (eg. the medication is the first part).
These positive experiences can help improve your level of satisfaction and happiness. Other 'by products' of those activities could include more energy, better health, weight loss, emotional stability, etc. etc.
In academia this area (which is fairly new) is called positive psychology.
For a brief outline of this area of psychology just use google or check out:http://en.wikipedia.org/wiki/Positive_psychologyhttp://www.answers.com/positive%20psychology