I used to drink about 3-6 cups of coffee daily. The cream is super calorie intensive and I gained alot of weight doing so. +1 reason to be depressed ^^;
I started to have anxiety attacks when I started Welbutrin (The only pill that helped my depression with no negative side effects was giving me anxiety!! eeeek!) It was suggested that I quit my consumption of caffiene, when I heard that I pretty much answered the same as most people do when they think about going without their morning coffee "But I *need* it!". The anxiety was so bad that it gave me a kickstart though, there was no way you were getting me off Welbutrin so I had to try quitting caffiene. I switched to decaf coffee, decaf tea, no chocolate whatsoever (*whines pitifully*) and no caffienated pop (I drink diet 7up instead). I went on a diet that pretty much told me those things were out anyway so I hit two birds with one stone.
I was tired and sluggish without it for the first little while but since I stopped the caffiene I actually feel 10 times better then I used to (and much more energetic, I wake up so much faster in the morning now).
As a bonus I also learned that when I used to say "I can't do it" I was wrong, cause I did it. Now whenever I say "I can't do it" I think twice about exactly how much I can't and how much I just don't want to.
Quitting caffiene consumption fixed my anxiety altogether. So basicly I think I brought on my own anxiety by having so much of it without even realizing I did. I think we get so used to fixing our problems with pills these days that we don't see these natural ways that we can solve some of our problems, at least thats definately how it was for me. I went to the doctor and basicly said "I need an anti-anxiety pill". I was outraged when he didn't give me any, but now I am kinda glad that he didn't. I'm not saying everyones anxiety can be fixed this way, of course not that would be silly to think! But I think caffiene makes a huge impact and can heighten it alot more then you'd think.
Depression and Anxiety are buddies when it comes to hanging out together in people with one or the other, but sometimes they are present without the other, I am only talking about my Anxiety and you asked about depression so my little story might not help your question much but I thought that I would add my 2 cents in anyway. I think that people with Depression and no anxiety may benefit from moderate caffiene consumption but it does work in spurts so those of us who preffer the consistancy rather then ups n downs may need to find a more permenant solution.