Yeah Im sorry. The initial post seemed to be a deliberate attempt to push the buttons of those people that dont believe in ANY gods. I being one of those people. It also seemed to imply that by being atheist there is something wrong with you, that you couldn't possibly be happy. It is this exact thought process that makes me want to put religious people in their place and show them whats really up.
As an example lets talk about how many people have been killed in the past and are being killed today because they dont share the beliefs of the others in their vicinity. Perhaps killing people because they do not believe in the same thing you do is what contributes to your happiness?
I also thought that the thread might have an overtone of high-handedness, however, I wonder if that is coming from the thread or from me.
In respect of the topic, if there is a connection between faith/atheism and depression, it might just be interesting to speculate.
Depression always seems to me to be connected to anger. If anger cannot be expressed, or acted upon in a constructive way then depression seems to follow - almost as though depression is the effect of not being able to do anything about bad stuff in one's life. The constraint on constructive activity in the face of negative experience/situations/etc. may be external or internal. For instance, if one is under strong social pressure to pretend that there's nothing wrong, then depression can arise. On the other hand, if handling problems is acceptable, but one has been conditioned to denying problems (by overbearing influences, or personal scruples) depression also would seem to be knocking on the door. Finally, it may be that some negative stimuli do not admit of a solution - eg. suffering - personal or in others.
Perhaps faith helps with some of these "closed situations" through various means. Perhaps some forms of religiosity may even exacerbate depression.
Acceptability of acknowledging difficulty: some religions promote a "holier than thou" attitude, some promote a seeking of humility (an admittance of the truth of oneself). On balance religions promoting humility - and a love for the humble would seem to enable a coming to terms with life's problems.
Social acceptance of dealing with difficulty: some religions might shun all but the most upstanding and measured types - this would seem to hinder dealing with depression. On the other hand, some religions promote a non-judgmental care for each other. From personal experience, I find the acceptance and encouragement I experience in confession to be a great burden-lifter, aside from the sin/absolution aspect of it.
Dealing with difficulties which cannot be overcome: Suffering -personal or in others- can in itself be depressing because there is often little, or nothing than can be done - it seems so futile. This kind of suffering can be that associated with those of old age, the physically injured/disabled, cancer, other incurable illnesses, personal loss, death, etc. Religions which attach meaning to suffering and loss - or see suffering as an opportunity for internal personal growth/strengthening would seem to offer an exit door to a closed, depressed situation - in that suffering is not denied, or resented - but acceptance is sought and a transformation of physical/emotional pain into a spiritual growth is sought.
As for atheism - many of the principles for overcoming depression noted above can probably be found outside religion, but this seems to come down to luck in finding certain more philosophical people in one's life - and the luck of being of a more philosophical outlook oneself.