Yeah I have had some episodes of depression at times throughout my academic career.  I am an Engineering Physics major in my 4th year of studies and I have to admit there has been some pretty stressful events through those years and it is not always easy to find people to talk about it.  I've managed to get some help through the head of our academic advising.  Through some discussions with her it was found out that I was approaching a burn out level in my studies and that I would have to change my class load.  So I've made some adjustments and it seems to be working.  Kick an email my way if you would like advice and such:

Reederj@uwplatt.edu

I have been hospitalized twice for severe depression, OCD, ADD and anxiety.  I am on meds to help control these and I see a shrink every 2 months.  My problems basically were with my pursuit of perfection, I would sacrifice my health to achieve the highest grades possible and think myself a failure if I even got an A-.  
Sounds pretty foolish now. My advisor, who is the Dept. head for physics at my school, understands where I come from, as he had this when he was going through Grad school.  We talk about once a month and he is very supportive.  Between him and my shrink, I can now accept B's.  I am only a part time student, 1/2 the regular load, but I work full time.  
I find it easy to talk with him as  I am 48 years old, (yes, it took me a long time to figure out what I want to do with the rest of my life), and he is concerned with the well being of all his students.
It also helps that the Physics department here, University of Southern Maine,  is very small. 3 full time and 1 part time professor.
Also, here in Maine, depression is very common due to the low paying jobs, super high taxes and many other stresses in day to day living.