We started lifting for the same reason, depression, i've been depressed at least 3 times in my life, never took anti depressants, the first time i didn't know what to do, after a couple of months and a lot of alcohol i found my true calling, weightlifting, since then every time i start getting depressed i hit the gym really hard! While other people need to take anti depressants gym is my anti depressant, at least with the gym i don't have mood swings and i'm not dependant on a stupid psychiatrist and drug company!
Another thing that really helps me when i even start to get depressed is cold showers, anyone that even tries them will know what i'm talking about, changing the water from hot to cold gradually, letting the cold feeling consume you, at first you don't know what to do, but after it you rage, damn i could headbut the wall with the amount of rage i get from cold showers.
Both of these methods have scientific proof behind them, i'm not spitting out unformulated knowledge to anyone that is reading, weightlifing increases dopamine in the brain and cold showers help by releasing adrenaline i think...
I should probably do a post about these issues sometimes... #fuckdepression the world will be mine one day!