In last weekend's NYT magazine Jonah Lehrer pondered research finding an upside to depression:
To say that depression has a purpose or that sadness makes us smarter says nothing about its awfulness. A fever, after all, might have benefits, but we still take pills to make it go away. This is the paradox of evolution: even if our pain is useful, the urge to escape from the pain remains the most powerful instinct of all.
One of the most challenging aspects of studying depression is the vast amount of contradiction in the literature. Virtually every claim comes with a contradictory claim, which is also supported by evidence. I tend to believe this confusion will persist until our definitions of depression become more precise, so that intense sadness and paralyzing, chronic, suicidal despair are no longer lumped together in the same psychiatric category.