As far as depression goes, I don't really know off hand of any suppliment that really does that. I've heard that SAMe helps elevate mood but the price keeps me from trying it.
I've heard varying accounts about St. John's Wort, some people get more depressed, others benefit from it. The only thing that I'm really doing now is trying to give my body what it needs to function. B complex is good, fish or flax oil is a good start. Also, a deficiency in some amino acids can affect how depression hits us. 5 HTP (Hydroxy Tryptophan) has been said to be effective in helping depression.
Herbal remedies can only work if you do other things in conjunction with them. Like exercising, eating the right things... It all works together.