“What treatment is effective for depression?”

First of all you need to find out why and what is causing you to be depressed there could be medical reasons which needs to be ruled out before you get treated with medicine and if you need treatment you might want to look into counseling first and then your counselor should be able to tell you whether you need medication. If you want to bypass the counselor you could set up an appointment with a psychiatrist who should be able to identify the cause of your depression and if you need medications. If these don't work then you will have to consider other alternative treatments lake TMS or consider other alternatives.

exercise, numerous medications, psychotherapy, good diet, consult a psychiatrist or psychologist to get guidance

There are several medications that can help treat depression. There is also psychotherapy if you are not ready to take medications yet. Talk with your primary care provider about the best options for you.

Cognitive Behavior Therapy (CBT)

Cognitive behavioral therapy will get you recovered from depression in the shortest amount of time. It involves behavioral activation techniques and examining your thoughts and behaviors to learn to challenge negative thoughts so you can change feelings and behavior.