I feel terrible about this topic, but I think it's really important to think about-- at least for me it is. I have a really close friend who suffers intense depression; she was going through a really rough time, with actual self-mutilation going on, and I wasn't there for her because I believed, like your grandma did, that she should deal with it herself, and that her use of medication was something she shouldn't resort to (especially since it apparently wasn't working). The reason I believed that was I had suffered intense depression myself, and I never even recognized it as such until I met her-- and when I did, I really thought it was weakness in her.
Also, I believe that depression is both a curse and a blessing, because depression is the birth of inspiration. But that's a different story, and I have to go now...