Links to information about depression.

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The Church of Jesus Christ of Latter-Day Saints mental illness page
This page talks about the characteristics of mental illnesses, how you can help someone who has one, and links to talks and articles about mental illnesses. It also has pages about other disabilities.

About Depression via About.com
I researched the crap out of depression when my counselor told me that's what I had.

Dealing With Depression: Self-Help and Coping Tips
They may seem silly, but I've done some of these. They can be harder to do than they sound.

Help for Depression
Information on how to help yourself if you have depression and how to help someone who has depression.

How to Help Depressed Loved Ones
If someone you care about has depression, it would really help your relationship to research how to help them. It's highly unlikely I would have gotten help without Jeff's support.

Psychiatric Tales: Eleven Graphic Stories About Mental Illness by Darryl Cunningham
I love this book. 
From the Amazon description: "Psychiatric Tales draws on Darryl Cunningham's time working in a psychiatric ward to give a reasoned and sympathetic look into the world of mental illness. In each chapter, Cunningham explores a different mental health problem, using evocative imagery to describe the experience of mental illness, both from the point of view of those beset by illness and their friends and relatives. As Cunningham reveals this human experience, he also shows how society's perceptions of and reactions to mental illness perpetuate needless stigma, for example, the myth that schizophrenic people are more likely to commit crimes than non-schizophrenic people. Psychiatric Tales is a groundbreaking graphic work; it deftly demythologizes and destigmatizes the disorders that 26.2 percent of American adults live with every day."

I'm also really excited for Polarity; a comic by Max Bemis of Say Anything about a Brooklyn artist who stops taking his bipolar medication and discovers he has super powers. It's somewhat autobiographical because Max has bipolar disorder.