“To experience depression” to me would mean that you are in a depression for real. You seem to imply that you can “experience” it without actually being in it — what do you mean by that?

When I say "experience" depression, I mean I'm actually depressed. When I say "simulate" depression, I mean I can model the state without actually directly experiencing it. "Simulation" would line up with watching a TV show or reading a book - I react as though the characters were real, I suspend the knowledge that everyone will be OK at the end of each episode, and so on.

I was in fact talking about experience, not simulation, however.

If you want to experience being an artist, then take a drawing class and learn to draw. There isn't some special "artist" property, you just have to draw. If you want to experience being a good artist, you'll probably need to spend some time practicing. If you want to experience the community of art, well, there's a lot of those, but learn poetry and go to poetry jams. Learn writing and join a writing circle. Find a Google Group where painters chat and discuss technique. Follow art blogs.

Equally, if you want to experience being a "jock", then get in shape and join a gym that seems to have a lot of jocks. Learn to fit in with them.

Female is a bit trickier, but there's people on this site that have done male-to-female transitions. Most of it is reversible, and the main irreversible bit (surgery) is pretty optional unless you're interested in a VERY specific physical aspect of being female. I wouldn't recommend it casually, but if you're serious about wanting to explore new sensations and experience new mindsets, it's a pretty amazing change.