Kriya Yoga
My personal experience has been largely with Kriya Yoga. I am an authorized teacher of Kriya Yoga, and a student of Yogiraj Gurunath Siddhanath , an Indian Nath Yogi and born Siddha Master. Kriya Yoga is most widely known in the west through Paramahansa Yogananda and his best selling book "Autobiography of a Yogi."
Kriya Yoga is closely related to Kundalini Yoga, Raja Yoga, and Tantric Yoga. It is a powerful system of meditation, utilizing concentration, visualization, mantra (inner sound), and devotion. Another important aspect of this meditation is the controlled use of the breath (pranayama) in order to generate a balanced flow of Life Energy (prana and apana) within the spinal column. Kriya Yoga generates intense energy, heightening awareness, sharpening perception, dissolving stress and anxiety, and is an excellent yoga for depression. It is a simple but powerful technique, dating back thousands of years, and is an unbroken lineage associated with countless historical figures of great spiritual stature. Kriya Yoga should only be practiced under the guidance of a trained teacher.

Source, Links and More Info:
http://www.alternativedepressionther...epression.html