I'm with you Claghorn, I got much better when I kicked the alcohol and started working 7 days a week.
Not to mention the fact that often the more money you have, the easier it is to become depressed. I'm part of a the generation where thousands of semi-wealthy parents support their kids who wont or cant find jobs. They lay around the house all day doing nothing and get very seriously depressed. The ones who have got no money get up, go to work and generally live happier lives than the layabouts.
I've always noticed that depression and similar mental health issues, i.e. fibromyalgia, are highly correlated with people that are being supported without the need to work. People with full time jobs tend to be too busy to suffer from many of these ailments. If I was doing research I would do a study where full time employment was the independent variable in different domains. For instance, not just looking at rates of depression in those wastrels supported by others, but does depression tend to alleviate if they become gainfully employed on a full time basis? Does losing one's sugar daddy tend to alleviate depression? Etc.