(I wrote the following to someone whose friend said anti-depressants are no different than alcohol:)
Depression is, to a large degree, for many people, a physiological disability - one that can be moderated only through administering changes to the body. Your friend is discussing two approaches:
One is using a generic drug (alcohol) to cover one's problems by ignoring and suppressing them, while the other is using targeted drugs (prescribed by someone who, hopefully, has a better understanding of the big picture) to alleviate and address the actual condition that causes the depression. Alcohol causes multiple other issues, particularly since it is being self-administered. It's like using a shotgun to kill a fly without considering what else is being killed in the process. The difference is simple and clear and important.
As gently as I can say this, your friend's concern comes across as an attempt to justify her choice of drug rather than an attempt to deal properly with whatever is causing her to drink. If I were you, I would suggest to her that she should let someone who can address the actual symptoms help her. "Self-medicating" is rarely a good idea; it's much better to use prescribed drugs (in the vast majority of cases addressing depression) than it is to try to drink away the depression - for many reasons.
To those who cannot understand why Mormons would (I believe, should) use prescription drugs, I would say, "Depression is a natural result of the Fall - of mortality - for many. We are commanded to strive to overcome the natural (wo)man. We are NOT commanded to do it on our own, as individuals, without the help of medical advances. Why would we not use those advances?"