Don't tell Tom Cruise, but psychologists from the University of Hull who reviewed almost 50 clinical trials found that new-generation anti-depressants worked no better than a placebo for "mildly depressed" patients. The drugs tested were selective serotonin reuptake inhibitors (SSRIs), including Prozac, which are extremely popular nowadays.
Of course, if you're only "mildly depressed," you probably don't need to see a doctor anyway. You're probably better off exercising more often, popping a B-vitamin, installing some full-spectrum lighting, and talking to a phone sex operator every once in while (or a psychologist -- whichever is cheaper).
DISCLAIMER: I am not a doctor, but I am a hypochondriac, and that's almost as good.