I believe that one of the noted side effects of spironolactone (aldactone) is depression.
There is so much debate about anti-androgens -- which is best and which is worst, whether any is needed at all -- that it is hard to unravel. I recognize that I am a little bit reckless, but I started 25 mg per day calutide (also known as bicalutamide and casodex) about a month ago with no adverse side effects. It affects testosterone receptors (essentially blocking some of T's effects) but does not reduce free T. Thus, interpreting blood work may be very difficult.
I like that it does not seem to result in any risk of bone loss and may not zero out erections or libido. The problem with it is that doctors in the US will not prescribe it for HRT purposes. I travel a lot and it is easy to purchase over the counter in many countries that do not have effective regulatory systems. Overall, I am quite happy with my own response to it.