I would add that I think the often repressed anger in the face of powerlessness is a large part of some depression (mine anyway).
I've spent most of my adult life either depressed or on the edge of depression. I'm a perfectionist and feel a need to please others even if it makes me unhappy. I've always put on a good face. I never missed work because I was under the covers in a dark bedroom, but I had a well thought out suicide plan with all the components available to act. In some strange way having those things available made me feel better...I knew there was a way out if it got too bad.
I had a job I hated because of stress, irregular hours, and having relatively little power (others said jump and I was expected to say "how high".)
I'm very independent, I do not ask for help easily. But I finally got to the point where I went to a therapist which probably did provide some insight but didn't relieve the depression. Finally between the lack of energy that comes from depression, the fatigue from lack of sleep, and the therapist's constant nudging I tried several SSRI's. Others seem to find the drugs more helpul than I did. I did.n't like the feeling of numbness they caused. I preferred feeling something - even if it was bad - to feeling nothing. I quit going to the therapist and toughed it out for several more years, getting angrier and gaining more weight, and suffering more symptoms
Finally after more years than I care to mention, necessity overcame fear, and I changed jobs. It was the most difficult thing I've ever done - giving up a good job with good benefits in an uncertain economy. (No spouse, no safety net, no second income.) But I did it and the depression lifted. I felt immediately better and there was continued improvement over the following 12 or so months. I still have other issues in my life that arent' perfect (everyone does) but with the one big overshadowing thing out of my life, I can now deal with these other annoyances in life.
Others certainly may have different experiences, but taking charge of my life is what made the difference for me.