For those who are really interested (as compared to those who just like to repeat the anti-medication mantra) ... Lithium is only prescribed for those who have been diagnosed with Bipolar disorder (formerly called manic-depressive illness or manic depression). For the other kinds of depressive illnesses (like Major Depression) doctors prescribe SSRIs. Other people with anxiety based disorders, they have their own specific medications.
On the topic of what causes these problems, the medical evidence clearly lays it out as a nature/nurture issue. Some have a genetic tendency to be susceptible depression (much like some do towards alcoholism), others do not. BUT under extreme circumstances, almost everybody can be driven into a state of very poor mental health when medical intervention is the only way recovery is possible.
Praying, going to yoga classes, having magic crystals or thinking happy thoughts does not cure depression. You can try them if you like, but you'll only get worse ... no matter what you think.