I had the same experience as Anna describes above. When I finally went to seek help after years and years of battling it, I was in my mid-thirties (I am 38 now) and the depression had gotten so bad I didn't care a bit about quitting, getting better, changing my life, etc. I drank and it made it worse and better (it could be a depressant and sometimes a motivator---although the wrong kind) but I was too tired and defeated to change my pattern.
I also had to try several different ones, and get a good doctor willing to go through a lot of trial and error with me, until I found the right one. Now that I have? My life is very different without those low "lows." It's a lot easier to stay sober without my mind and emotions diving to the deepest corners of darkness every few weeks.
Anna described it perfectly, "It levels the playing field." Getting treated for depression and quitting drinking have changed my life. But I don't think I would have been very successful in the latter if I hadn't finally addressed the former.