I have struggled with depression from a very young age - grade school, I'd say. I've done many different types of talk therapy and alternative therapy, group therapy (which I haven't liked) with breaks in between. I've been through a number of different medicines, some mentioned by @herbnj. (Don't know how to tag someone.)

Email, paxsal, Zoloft, Prozac. The most helpful has been Lexapro combined with Welbutrin whic i am taking now. The last two years I've been seeing a CBT therapist with a long break until recently. I've had a number of serious lows in the last three years with a series of fender benders and a couple of family conflicts thrown in.

I haven't been diagnosed with borderline personality disorder, but I understand that DBT is also helpful with depression. I would not like to change medicines now since the ones I have work well. I do not want to lose creativity which is the center of my life.

I have found that energy therapy is extremely helpful. (Similar to Reiki)

Hope this is not much more information than you wanted.