There is no such thing as the best or ideal treatment for depression. Each person is different and must find what works for his or her particular situation.
However, I believe that using 2 or more methods to treat depression at the same time is more effective than one method alone.
I have used medication, CBT, talk therapy, yoga, mindfulness meditation, online support groups and journaling at different times and according to the severity of my depression.
For example, my depression is moderate to severe. In the beginning when I felt worse the methods I found most effective were medication and CBT. In those moments I also had some darkest períods where I used journaling and online support groups to confort me. Talk therapy (with a good therapist) is also good to give some confort but the problem with talk therapy was that most of the time when I needed it was not available.
I have been practicing yoga for some years now and experienced some benefits with mild depression.
I had a special surprise with mindfullness meditation. I started practicing it very recently (2 months ago) and I found it helps with mild to moderate depression.