Not depressed, and I'm not going to buy that atheists have any particular tendency to be depressed without good numbers to back it up. I know that there is a correlation between higher suicide rates and less relgious countries (and lower murder rates, which I will take any day of the week over low suicide rates), but that doesn't necessarily imply greater rates of depression: it might be lower rates of thinking suicide lands you in hell, for instance.
I'm not anti-Christian. I'm anti-stupid.