Niacin
I've been taking 3,000 - 4,500 mg of niacin a day, divided into three equal doses, for about 2 months now and I am feeling much less depressed than I was. I don't mind the flushing, and it gets less intense with higher doses.
I take mega doses of most vitamins, so I cannot say it is just the niacin, but since niacin has been shown to be effective against high cholesterol, depression, alcoholism, and skin cancer, all of which effect me, I decided niacin was a good idea for me.
I am happy with how it's going so far.