If you can demonstrate that you manage your mental health well, e.g. you take medication which supports and combats your depression, you have done other things to help yourself, then this will reassure potential employers.
It's a difficult situation really. Especially given the economic climate, finding a job is hard enough as it is, without a mental health condition potentially adversely impacting upon finding that job and successfully being recruited etc.
I'm currently applying for full-time, permanent jobs and I just 'play it' as it comes, e.g. if I'm not asked at interview about my health, then I certainly don't declare or volunteer any information or details. When it comes to filling out occupational health forms and I know that the employer will be getting in touch with my GP, then I'd have to tick the mental health and depression boxes.
In my current part-time job, the employer was very supportive, didn't judge but did seem to ask for a few more additional references, probably because of my history of depression and anxiety. The recruitment consultant also asked me if there were any adaptations they/I could consider, to support me in the workplace. So companies and organizations can be supportive when it comes to mental health, although this is a caring profession I work in, and a social care organization - perhaps more caring and less judgemental than other industries.