If you're interested in supplements w/ less comprehensive scientific support, here's examine.com's depression page (see also). I found inositol to be somewhat efficacious. Someone sent me this depression interventions spreadsheet that has some ideas you didn't discuss like folate supplementation. (Edit: It seems as though some people have genetic conditions that make folate absorption difficult or impossible for them. Note that you'd expect that these people would therefore be especially likely to become depressed from "folate deficiency" (ie folate malabsorption). So maybe take a highly bioavailable form of folate.) There's discussion in this thread about low-dose lithium decreasing the frequency of suicide. I just noticed that some of the amazon.com reviews for lithium are very positive on it decreasing depression.

Edit: I created a find someone to talk to thread.