My best advice is to seek treatment with a specialist in mood disorders. I think it's much more favorable than the tricyclics, which were the mainstay of treatment until the SSRIs came out. It's a fine drug that probably doesn't get used enough. So many people I know have a problem keeping weight off with the drugs. The SSRIs and bupropion don t cause weight gain.
Exercise is an important part of the recovery phase from depression.
In fact, should be a part of all of our lifestyles. Depression can be a fatal illness. I wouldn't fool around in the case of a moderate or severe depression with anything untried and untested. I personally prefer to avoid medications and professionally limit their use to cases where they're needed. The inability to function is a major tipofff, as are suicidal thoughts.