People who are on medication are taking it for a reason, most likely to help straighten out the aforementioned chemical imbalance. It is dangerous for a person to stop taking their medication for many reasons. One is that stopping a medication abruptly can cause serious physical side effects, some as bad as seizures. Secondly the person may become suicidal, psychotic, or out of control without their medication. And furthermore, needing a medication is not in any way a sign of weakness.
Most people take aspirin or something comparable when they have a headache.
However, although difficult situations in life such as the death of a loved one or the loss of a job can certainly trigger a depression, that is not always the case. You shouldn't need to take 'happy' pills to get through life like a 'normal' person. You don't just take one and feel happy. Most antidepressants take anywhere from 1 - 3 months to take effect. People who say they are depressed are just lazy and don't want to get better.