Freudian/Yungian take a "mental illness model" approach that doesn't work for people like us, I believe. Cognitive Behavioral Therapy and other approaches are much more effective, in my opinion.
Positive psychology is not a method of therapy for depression, per se, though it is a good supplement to other forms of treatment and dovetails especially well with cognitive-behavioral therapy.
Research shows that medication, cognitive-behavioral therapy, interpersonal therapy, and marriage/family therapy are all beneficial.
As you've intuited, psycho-dynamic therapy (along the lines of Freud) is not shown to be especially efficacious in alleviating depression except in cases where other measures were already being somewhat effective and only over a long time.
Freudian/Yungian take a "mental illness model" approach that doesn't work for people like us, I believe. Cognitive Behavioral Therapy and other approaches are much more effective, in my opinion.
You should also read Martin Seligman's books (Learned Optimism and What You Can Change and What You Can't) as well, and Dan Gilbert's new book: http://en.wikipedia.org/wiki/Stumbling_on_Happiness