First, I'd like to say that I am soooo glad to hear about all of the parents who truly love their children and want them to get better. I'm so proud of you guys!
Second, I don't really know what to tell you, since I'm not a parent (which is good, cuz I'm only 17 :o). But I'll tell you what I would like my parents to do for me: be supportive of me, and listen when I talk. Not harp on me for getting a 96 in Advanced Placement Calculus. Not yell at me because there is stuff on the floor in my room. Not make a huge deal out of everything (like a 15 minute drive once a week to take me to art class). I would like them to try to help me and not contradict themselves every five minutes. I would like her to respect me when I say "I don't want to talk about it". I would like to stop hearing the words "I told you so". I would like her to pay more attention to me than the dog. I would like them to stop threatening to hit me, ground me, or take away priviledges because I am sad. For more, visit What to do/What NOT to do.
Third, since I don't know what to tell you, I went on a surfing binge (hehe) and found a bunch of websites to help you guys out!
Understanding and Dealing with Depression. If you only visit one, go to this one!! Symptoms, possible causes, types of depression, what to do, treatment options... Holy Moly they've got it ALL!!! It says its for depression in 6-12 year olds, but the info really does apply to all ages (even teenagers).
Alice's Garden. This site has many categories and links (including one on self-injury and suicide) as well as message boards and chat rooms.
Depression Checklist. This is a checklist of symptoms of depression that you can print out. It is meant for you to take with you to the doctor so you don't forget anything.
Child and Adolescent Depression. The layout of this site isn't the greatest, but they've got a lot of good information, including side effects of Ritalin and how to manage them, how to deal with bullies, and warning signs of suicide.
Wing of Madness Depression Community: Children and Depression. A lot of good information including misconceptions about children and depression (you all should read that part), symptoms, treatments, and resources (bookstore, articles, links, etc).