I won't ever be able to go off my medication (thyroid replacement), and am just glad it's cheap.
But I also try to take no more drugs than I have to. I don't take painkillers unless the pain is interfering with my life (mostly because painkillers tend to knock me out). I only take antibiotics if I and my doctor are sure it's needed...the last time was several years ago for a skin infection that, based off of how it responded to the antibiotics, was *definitely* bacterial.
If exercise cures your depression, you don't need to take anti-depressants. But SOME people need to take anti-depressants.
You definitely sound like a good doctor.