Back in the day, it was treated as a character flaw, a sign of personal weakness. Of course, back in the day, people were often treated with leeches for various minor complaints.
There are a number of medical treatments available, and they all work a little differently. Zoloft, for example, just kind of made me emotionally numb. Prozac worked fine for me, with not a single side effect.
And yes, these type of meds take several weeks before they start to work, because it takes that long to repair the nerve synapses that transmit information through your central nervous system so they can produce seratonin, so your brain can return to the same happy sense of balance you felt when you were a kid, before life descended on you with all it's problems. .
But believe me, if you have depression and somebody tells you "this can be better in 3 weeks", you'll go for it. Or maybe you won't, maybe you'll just hang with it and try to "tough it out", and stay depressed for years.
A faith in God makes a big difference, too. Just taking the time to reflect on how many ways your life is better than it could be, and praising God for your blessings can have an amazing difference on how you look at life.
Through my recovery from depression, I find it most helpful to count my blessings in terms of the life given to me by God. It's nice to innumerate the little things, rainbows and puppies. But, it is even more gratifying to look back and track how far you have come out of the black hole. Depression can be torture for those who don't find an effective treatment rapidly. And sometimes grasping the straw of "just another day" is all you can handle. And yet, that too is a step towards successful healing.