A lot of people here talk about taking a leave from work as a way to solve their depression. I know that work is often the cause of stress and can contribute to depression, especially if it leaves you on a treadmill of no time/need money/poor performance/ may lose job/ more stress/etc.
Thirteen years ago I quit a high stress dead end job and went back to school. So I understand that leaving a job can help healing.
But work also forces you to be social which is something that is very hard to do if you are depressed. Social interaction is something that you need to prevent the downward spiral. I think that people need to be careful about the tendency to hide out from the world.
Work can provide an incredible support system and distract you from your troubles. Full time is probably too much for many of us but part time can really help. I just took over coverage for one of my clients who had to fire a manager. I was really reluctant to do it, remembering the stresses of the past. But I agreed to work 2 days a week. this is the end of day 2 and I feel so much better.
It is really gratifying to go in to see people who are glad and grateful for your help. (It helps that the previous manager was so bad I can do his job in 2 days, better than he did in a week).
When the staff found out that I was going to take over the department temporarily, I was greeting with hugs. Great for the ego. I wouldn't and couldn't do it forever, but temporarily is good.
Forcing yourself to go out and do something that requires interaction with people can help. Cheaper than group therapy! And more fun.