Ask any vitamin store clerk and they'll tell you Omega-3 is one of the most important nutrients to take to help you with your depression-- if not the most important. There's been plenty of studies proving the link between depression and the intake of omega-3 fatty acids. For instance, people who eat a lot of fish, like in some Asian countries, have depression at a staggering rate-- 10 times less than people in the United States!
Unfortunately, our bodies can't produce Omega-3 on our own, so it's essential you get it from fish or in supplement form. I've decided to include the brand I use here. You'll be amazed at its other health benefits too. I've also included a related video below.