Maybe off topic here, but there is a song that is popular out here in Texas that makes a useful observation (fame don't take away the pain, it just pays the bills): http://www.youtube.com/watch?v=tBjxmJIRnS8

Success cures depression that is caused by lack of success or, relatedly, low social status.

That doesn't apply to most depression, that being often a serious biological problem. No amount of success will cure that. That requires psychiatric help.

It does alleviate a certain gnawing unhappiness that most ambitious people experience (unless the definition of success is raised, which it often is).