I would actually strongly urge people who suffer from depression to experiment (while observing and adjusting diligently) with all kinds of things. Usually, when you suffer from depression, it's because you have lost some sort of balance - a happy life is about a rich mix of a lot of things, and sometimes you need to search and experiment to discover what is/was missing in your life for too long (and no doctor is ever equipped and able to give you the full solution you personally need).
So go on, experiment and search until you find your way back to your equilibrium.