Here is something relevant to the recent discussion of suicide which ought to be highlighted, and I think it is at the root of would likely be the Epicurean approach to "techniques" to deal with adversity, as distinguished from Stoic or other approaches. If we are suffering emotionally, HOW do we most effectively reduce the mental pain? Do we approach it from an "anesthesia" point of view and try to tell ourselves that the pain is not important, or that we can overcome it through willpower? Think back to the root of the Epicurean position that pleasure is the motivating force of life. If we are overwhelmed by emotional pain and suffering which crowds out pleasures, our very will to live is being suppressed. The answer is not anesthesia, but to replace emotional pain with the one antidote which makes like worth living: emotional pleasure. And we find that observation SPECIFICALLY RECORDED in Vatican Saying 37. "When confronted by evil nature is weak, but not when faced with good; for pleasures make it secure but pains ruin it."
This is an example where "nature" has to be interpreted in context as "human nature" - our very life force itself. Pain ruins us and destroys us emotionally if we can see no way around or past it. Pain sickens us like a disease. And what brings health? One thing alone -- pleasure. Isn't the path forward in re-discovering Epicurean techniques likely to lead in exactly this direction? No doubt people who suffer clinical/chemical/biological depression need clinical/chemical/biological help, and that's not what we're talking about.
But the majority of us who suffer situational depression need to know what direction to look in for help, and it seems to me that all of us have things that bring us emotional pleasure, even if it is only pleasing memories (which Epicurus also said to treasure). The experience of pleasure motivates life and brings health, and when times look the darkest the answer is not blinding our sight through anesthesia, but focusing on the restorative power of pleasure and working our way back as best we can back to the point where pleasurable experience regains control of our lives.
And "Pleasure" doesn't just mean physical pleasure, it means ALL KINDS of pleasure, and we know that Epicurus said that mental pleasures can be more intense than physical pleasures. It's not appropriate to treat emotional pain with chocolate cake, but with mental pleasures. "Only love can break a heart - only love can mend it again."
The answer to physical pain can sometimes be mental pleasure, as Epicurus illustrated at the end of his life. But the answer to mental pain is also mental pleasure, which is a truism given that pleasure and pain are the only two categories of feeling, but is something that needs to be highlighted. Whether it is music or knitting or talking with friends or whatever make up our own sources of pleasure, the answer to many types of emotional pain is going to be simply enough in replacing those emotional pains with emotional pleasures. Of course its hugely complicated to address the facts which can be the cause of the emotional pain, and sometimes those pains can't be fixed - and sometimes indeed temporary anesthesia might be appropriate. But anesthesia wears off, and the permanent fix to depression is emotional health, and emotional health comes from pursuing pleasures - which is NOT the prescription of those who tell you to try to conquer pain by telling yourself that pain isn't important.
Note - from Torquatus in On Ends: "Yet we maintain that this does not preclude mental pleasures and pains from being much more intense than those of the body; since the body can feel only what is present to it at the moment, whereas the mind is also cognizant of the past and of the future. For granting that pain of body is equally painful, yet our sensation of pain can be enormously increased by the belief that some evil of unlimited magnitude and duration threatens to befall us hereafter. And the same consideration may be transferred to pleasure: a pleasure is greater if not accompanied by any apprehension of evil. This therefore clearly appears, that intense mental pleasure or distress contributes more to our happiness or misery than a bodily pleasure or pain of equal duration."