Anti-depressants do not treat mild to moderate depression better than placebo. They also have potential side effects and significant costs. For patients with mild to moderate depression, psychotherapy should be the first choice for treatment. Psychotherapy, or counseling, has been shown to be effective for depression and does not have the side effects associated with anti-depressants. For treating more severe depression, anti-depressants are more effective than placebo and should remain a first choice for therapy.