Back in my sophomore year of high school i became extremely depressed. I ended up talking with the councelor at school, and all of my doctors (CF doc and primary care) agreed that it might be a good idea for me to take something to get over the hump. Also at this time, I was frequently in the hospital and my health was at the lowest point it's ever been.
So i started taking Celexa, I'd say for a good 6 months. While taking it, I did notice that really messed up my ability to sleep at night. But after taking celexa for those few months, I started feeling much better (mentally) and decided to stop taking the drug. I'm now a senior in high school and will be graduating in a few weeks. I think the antidepressants were very necessary for me...otherwise i might have let myself go (or worse). I find that i'm able to deal with things a lot better now what i'm not "sad" all the time.
Its a good idea to talk to your doctor as soon as you think you may be depressed and discuss all options. But for the most part I'd say they're a good thing.
In terms of dealing with stress or anxiety these days that goes along with having CF, and especially the inablitlity to sleep, i've been perscribed Ativan (lorazepam). this has helped me tremendously