I am in the process of coming off effexor - see my thread re this. I felt that it did work for me but alongside Cognitive Behavioural Therapy - which according to the Psychs is the only thing that works - but who knows? Everybody is different and what works for one might not work for another.
My personal "tricks" are:
1. As the doc who first diagnosed me said - I have an illness which needs treating like diabetes. sometimes it might need drugs to regulate it sometimes lifestyle. First and foremost he said do not be ashamed, it is not your fault.
2. Try and be positive - along with my Severe Clinical Depression according to my 1st Psychologist I am a perfectionist and mind reader. This means that if i don't do something perfectly I will beat myself up about it and this can worsen my depression and so on and as to the mind-reading I think people think bad things about me all the time maybe a bit of paranoia. So now I try to be deliberatley less than perfect and more laid back. (it doesn't always work but I do try)
3. I now use my mind as a personal "life video recorder" - what i mean by this is that if I am going into a situation that is stressfull i try to imagine going through the situation with a good, neutral and bad endings and see myself living with the results. Then when I go through the scenario I know I can live with the outcome.
4. Be honest not only with yourself but also with those who love you. i am in the fortunate position of having found a partner who loves me as I am - warts n' all, and this has helped me so much - but I told her on our first date that I had an illness and she said that was ok.
5. Any meds that I have to take are just to keep me in balance especially through periods of relapse and, like a diabetic, I might have to be on some form of medication for some or all of the rest of my life - but accept it as the price of having to remain balanced.
I am new to this site and feel that it is useful having chats to like minded people who know what it is like to be depressed. Touch wood - I have come through a 6 year episode and survived reasonably intact and today I am ok....