I've been eating Omega 3s to help with my depression, but should I be actually AVOIDING some foods?

Actually, there are a lot of studies these days showing that highly refined carbohydrates/sugars (like those found in candy bars, packaged baked goods and even many frozen and boxed dinners) are extremely bad for the body and brain. Some people find that when they switch to a more whole-foods based diet (meaning eating foods as they're found in nature-fish, beans, rice, vegetables, fruit etc.) they feel a lot better and have fewer 'ups-and-downs.'

That's true! Check out the FoundHealth articles and on Depression and Nutrition.