It's difficult to romanticize or sentimentalize depression once you've seen its banality up close. For this kind of madness is indeed banal--and in a way that evil usually is not. Depression is obsessive, redundant, infuriating. Days go by like the pages of an unwritten book: identical, white, blank. Days like a diary of nothingness, or better, like a diary in which the same entry appears on every page with only the slightest differences in handwriting to distinguish one day from the next. Depression is boredom become totalitarian, raised to the level of a transcendent worldview. It is thus the opposite of art. It opposes that artistic impulse which, at its best, is a fist or a finger raised in protest against the anaesthetic and anesthetizing boredom of modern life. But even as I type that sentence, I want to argue with it, with myself (another aspect of the artistic impulse: this constant questioning that can itself devolve into a paralysing madness). I've just defined the artistic impulse (and ridiculously referred to it using a definite article) in a way that is simultaneously time-, culture- and class-bound. The idea of art as a protest against boredom could only arise from a modern, bourgeois, capitalist "subject position." It's by no means a universal truth. In fact it's probably a vestige of Romanticism, art's first concerted protest against capitalism, then in its nascent urbanizing and industrializing phase (This is a very Marxist view of Romanticism, and no less correct for that). Romanticism was too often a sentimental protest that easily turned into reactionary conservatism (The career of Wordsworth is probably the paradigmatic example here), but the elements of its protest established patterns that repeated like varied themes through the symphony of the next two centuries: the preference for nature and the natural; the quest for authenticity; the interest in altered states of consciousness; the critique of urbanism; the celebration of individualism and nonconformity even for their own sakes; the idea that art should express an artist's personal vision rather than adhere to the dogmas of one's parents' generation (an idea that quickly and paradoxically became a dogma); the generational divide...and so on. The High Moderns, thus, were considerably more Romantic than they would ever have cared to admit. And Rothko is more like Turner than either of them could have seen.
Back to depression...Much as I oppose facile readings of the work from the life, I find myself thinking that the boredom of David Foster Wallace's work must spring from his attempt to write authentically from a depressive self. This would explain the disconnect between the slow, somber, sad sections of Infinite Jest and the more hyperactive 'postmodern' or 'hysterical' sections. In the former, Wallace is writing from the self, while the latter find him cutting and pasting from the culture--in other words, writing from TV and the library. Contrary to most readers' Romantic expectations, the 'boring' parts are Wallace's authentically 'mad' writings; the crazy, frenetic stuff is a Pynchonian put-on, DFW at his least authentic.