B6 (as well as the rest of the B-range vitamins) are pretty effective energy boosters. One of the major ingredients in energy drinks is a cocktail of B vitamins. It's cheap, simple, effective and safe (water soluble, so you just pee out excess).
Furthermore, it turns your pee bright neon-yellow which is hilarious the first time you see it :)
Magnesium deficiency has, in some instances, been linked to depression. I'm not sold on its effectiveness as an over-the-counter treatment, but it probably doesn't hurt either since it is a relatively well tolerated compound that your body uses in a myriad of fashions.
Also, 5-HTP is another common compound to help stave off depression.
"Although vitamin B6 is a water-soluble vitamin and is excreted in the urine, doses of pyridoxine in excess of the RDI over long periods of time can result in painful and ultimately irreversible neurological problems."
So make sure you take a sub-200mg dose of B6 if you plan to take it. I semi-routinely take a B-100 pill, which is 100mg of various B vitamins (including pyridoxine), so just take one of those instead of a monster B6 1500mg pill or something sill.