I'd say psilocybin (magic mushrooms). It doesn't cure depression by itself, it just punches you in the face and shows your reality and then you can decide if you want to change something, everything or nothing. It's cheap, it's natural (not that it makes it good, but it's nice that nature provides and it's accessible), it's been proven very safe for the majority of the people (not to be taken with antidepressants or if suffering serious mental issues such as schizophrenia) and it's been used for ages for many purposes and science has been considering it as a very valid treatment for depression for some time now and I can vouch for it.

There are places in the world where this is legal, and you can do it with doctors if so you wish. I didn't go through the official medical route since like many other people, I wasn't entirely convinced that taking pills covering the problem (if anything, I don't buy the "chemical imbalance" theory - I do believe there's one, but that's just the end of the chain and not the cause) combined with several years of therapies was going to be a good idea in my specific case.

Luckily HN is a quite open community and this has been discussed several times so please use the search to read more about it. The book "How to Change Your Mind" by Michael Pollan is a must read if you want to convince yourself and give it a try. I can also recommend r/microdosing and r/psychonauts.

Please do a lot of research before you decide to take this route as the process can be tough but then if you happen to be very deep into depression it's worth looking into.