It's a personal choice. I suffered from depression and generally felt like shit pretty much all of my adolescence and early adulthood, and I after getting into bodybuilding I had a hunch it was hormone related. I went to the Dr. at age 22 and got tested. Sure enough, I had a test level of 220, but the "Dr" said that doesn't worry him cause his chart said 200-800 is normal for a man...so even though I was in the bottom 5% of ALL men, including 80 year old dying men, just cause I fit some ridiculous scale he refused to even talk about it. Guess what he had no problem doing? Prescribing me Wellbutrin and cialis. Useless drug pushers.
After trying to play ball for about a year with anti-depressants, eventually spiralling out of control and hitting rock bottom (should be dead, but that's a whole book's worth of material), I decided to take it into my own hands. I ditched all the crappy meds and changed the anti-depressants and RX sleep aids for testosterone and melatonin (lack of sleep triggers anxiety and a downward spiral for me). I have taken a few months off COMPLETELY here and there but generally stay on in between cycles. Haven't had any serious signs of depression or anxiety in 3-4 years now and am a productive husband/father and focused on my career. I don't care what anyone says about staying on when you're young, might not be "healthy" but it saved my life.