I have done this too, for quite a while, and while initially it helped against my depressions, I'd recommend against it. If the cause of the condition is indeed purely chemical/neurological, then I guess cannabis can be an alternative to prescription drugs. But seriously, most laymen are not really qualified to diagnose this, in fact, many doctors aren't.
So if the depression is caused by some psychological issue, and all you do is self medicate (whether with cannabis or something else) you risk making your problem worse by prolonging it. Also, depression might be caused by a latent mental illness, in which case taking cannabis can trigger additional sympoms like panic attacks or derealization.
Lastly, while I'm generally in the "weed is not addictive" camp, I do believe, because of my experiences, that if you take it because of depressions (as opposed to for fun), it is very easy to develop a tolerance, so that you are going to need more and more of it, until the only way to feel normal is to be stoned all day long, which makes it difficult to actively fight the depression in other ways.
Of course, as with all things psychological, your milage may vary, so do whatever helps you, but I think it's important to choose the cure/drug/therapy that will be most effective in the long run.
I am aware, though, that this is difficult, because when you're depressed, it is very difficult not to just do whatever brings you some instant relief.
Please don't get me wrong, I understand that you have had success in fighting your depressions this way, and I really don't want to morallize or tell you to stop it if it helps you, but in my case it has been a rather bad decision, and I think recommending this approach to clinically depressed people is problematic.
