"Have you ever been depressed?"
It's time to drop two bad ideas that have dominated thinking about Presidential and VP candidates and depression:
1. That depression should automatically disqualify you (as with McGovern dropping Eagleton in 1972).
2. That if you've never been hospitalized or given electroshock treatment for emotional problems, nobody should pay any attention to them (as with the almost complete press silence in 1992 while Ross Perot was riding one of the most spectacular manic-depressive cycles in American history, going from nowhere to leading the polls to going into crazed seclusion to coming back strong and getting the highest 3rd Party percentage of the vote since Teddy Roosevelt).
To take the example of the candidate I'm most familiar with, Barack Obama, it sounds from his two books like he had at least two fairly strong depressive episodes: in New York City in the early 1980s and after his defeat in the Democratic primary for Congress in 2000. (I might also speculate that his first book, which has all the hallmarks of the depressive artist, was written not long after another depression, while his Up-With-People second book reflects an up phase.) That's hardly unusual, but it's worth understanding more about his (and all the other candidates') psychological history. After all, we're choosing a President here.
Obama could conveniently be the first to break the code of silence on this topic—he could just go on his pal Oprah's show and talk about his feelings. I'm sure it would help him at the polls with the female-dominated Democratic electorate.