Of course, there are others who write for this site who are much better able to talk about some of the appropriate therapies for dysthymia* than am I. Still, having gone through 55 years or more of mild and more than mild depression, I have had a variety of experiences that I can share with you.
As I have already reported, my first brush with therapy was when my family doctor told me in no uncertain terms that I had nothing physically wrong with me (organic is the term), but that I was suffering from psychosomatic symptoms in my gut. As he put it, "You're not depressed because of the physical problems; you have physical problems because you're depressed."
So, being really tired of the symptoms, I went to see the college psychiatrist. He was a Freudian analyst who came once a month to check up on students. For the 1950s this was a highly progressive and far-seeing idea. The doctor told me that he agreed that my sadness, anger, low self-worth and symptoms all pointed to the need for psychotherapy, though he didn't use the word depression as I recall. He referred me to a Philadelphia psychotherapist. I started going once, then twice a week. In the middle of my senior year, this caused quite a disruption in my study plans, but I still thought it worth doing.
I found the man to be friendly, caring, and something different from the Freudian analysts I'd been studying about at college. He didn't have me lie down, but rather questioned me about dreams and feelings, and tried to help me deal with the depression. It didn't last more than a six months, because I graduated and went off to graduate school at the University of California in Berkeley.
Meanwhile, I started taking paregoric, prescribed by my family doctor, to help control my intestinal problems. This was the first drug for my depression, but it worked, of course, not on the underlying causes, but on the symptoms. More about this later.
Meanwhile, in California, while studying for my doctorate in psychology (which I never finished because TV and the world of theatre enticed me), I began with a new therapist. She was much more orthodox and urged me to start four-day-a-week psychoanalysis. I demurred.
At the end of that year, I went to Los Angeles and entered the world of television, my depression and my symptoms not much better
Over the next six years I entered into psychoanalysis. As my physical symptoms diminished, I came to understand a little more about the emotional genesis of my depression, but it didn't really diminish. I was still lonely, sad, guilty about things I shouldn't be guilty about, obsessive about work - you name it!
Then, an important change. I fell in love, got married, and moved to NYC.
Over the next twenty years or more, I continued to go in and out of therapy. My physical symptoms went away, but I found myself continually falling into depression.
Finally, as the anti-depressant medications started gaining ground, I decided to try them. At first, they failed to make a difference. Either my depression was not going to be reactive to them or the dosage wasn't large enough, or I had to wait for new drugs.
The new drugs finally came. A new psychopharmacologist came with them. A remarkable thing happened - I took the medicine nightly and became less depressed.
I wish I could say all of this was a miracle: that I became emotionally and physically symptom-free for ever and ever. I did not. From time to time, whether I was in therapy or not; whether we upped the dosage or not, some of the depression showed itself. If a family member died (and many did) or committed suicide (and some did); whenever I had a disappointment at work, my depression could instantly re-instate itself.
So, what is the answer? Is there an answer?
No, probably not.
Try different therapy modalities. Try different psychopharmacologists. Try different kinds of anti-depressants. For each of us, the genesis of depression may be different; so the treatment of depression is going to be different.
The cognitive-behavior model of Dr. Aaron Beck (look him up) has made a tremendous difference in many depressives. But, for some, it has been of absolutely no use. These days, psychoanalysis is considered less useful, but for some it is a helpful adjunct to medication.
In short, don't give up.
*Look it up, so you'll make sure you understand all the variations. Find more information here.