The bottom line
The idea of using a device to help with depression is intuitively appealing: use device, and then zap, less depression right away!
The issue is that most home devices for depression are largely bunk. There are treatments using complex technology that a physician can administer, but these are not things you can buy for home use.
At-home devices can, however, help in factors related to depression, such as lack of light during the winter.