ECT's are a last resort, at least for me. I am on four different depression meds, (Wellbutrin, Lamictal, Celexa and Abilify) and for the most part they work for me. However, in February and March my depression really becomes devestating and it is at this time I have in the past resorted to ECT's. I didn't have any this past winter which is a miracle.
ECT's is when a small electric current is passed through the brain to cause a very small convulsion. (They remove your sock to see if the toes twitch.) This is totally pain free as the patient in put under. They also give you a muscle relaxent to prevent injury during the small convulsion. The major side affect is momentary memory loss. This can be more of a problem for some people but I only had "blank spots" in my memory immeditately around my treatments.
Anyway, that's my experience with electro-convulsive treatments. There are quite a few people in the US who want to ban ECT's. I believe they are a valuable last restort treatment for those who really need it.