A recent study showed that drinking 2 - 3 cups of caffeinated coffee per day might lower women's risk of depression. Unlike most articles in the media, this article does a good job of pointing out limitations to the research. For instance, it clearly states that this study only looked at the association between coffee consumption and depression, but cannot prove that coffee consumption is the cause of lower depression risk. Sound familiar? Also, replication is mentioned (somewhat) because these results fall in line with previous research. Rival causes also are examined for why this relationship might exist. For example, the study was done using nurses as participants and that might affect the generalizability of the results.
One thing that was unclear to me from reading this article was whether coffee is one possible cause of the lower risk of depression or if caffeine consumption is the possible cause. The article mentions that other caffeinated beverages were studied, but only reports on the effects of coffee... Notice the care that is taken in the discussion of coffee as a cause -- there is mention that perhaps those with depression are less likely to drink more coffee. Still despite all the evidence that coffee has great health benefits, this non-coffee drinker has not been convinced to start drinking it -- I dislike the taste too much!