I already take high quality fish oil and a high quality multi (complete with the most recommended vitamins and minerals, along with antioxydants). I also take lots of fats and meat in the day, a bowl of berries (blueberry, cherry, blackberry) every morning, along with broccoli and spinach. I take spices like ginger and cayenne.
I have made changes to my regimen in these last few weeks, and I started taking more herbal supplementation.
I take ginkgo biloba, which helps improve blood flow, and ginseng, which helps relieve from hormonal imbalance. For the times where I am more stressed, I use a combination of chamomil and passiflore. This already helped a great deal. I used to be regularly in despair or feeling tremendously doomed, but now although I am still concerned about my situation, it's just so much easier to deal with.
The most surprising of all is a combination of chinese herbs meant to clean the colon and fortify the liver. It works the best out of everything. I have started reading up a lot on sources of depression, and it would appear that quite often, depression is linked to an overworked or malfunctioning liver, which isn't able to eliminate toxins well enough and sends the rest in the blood. There are also a lot of serotonin receptors in the intestines.
The chemical imbalance exists, and of course it is mostly situational, most people here seem to be unable to change their situation... but most of the times, depression is caused by something physical. Even though you're unable to change things and that makes you feel terrible, you have no energy, you feel lethargic, you react very badly to the smallest unpleasant thing... so these factors just compound the problem.
I certainly feel quite well about the whole thing in spite of all. So I think it's definitely an avenue worth exploring.