I think depression and ADHD are over diagnosed so that pharmaceutical industries can profit.
Changing your diet to eat more foods containing omega 3 fatty acids (fish, hemp seed oil), taking 5-htp or vitamin b complex supplements, excercise, meditation, salvia divinorum could all at least be put to the test before resulting to anti-depressant medications. Some of these, like Wellbutrin are actually addictive and users will experience withdrawals upon cessation of use.
If you're on an anti-depressant keep taking it as directed, do some research on it and present any concerns to your doctor.