re: Does anybody have any experience with ECT/Shock Therapy?

I would suggest trying the (TMS) transcranial magnetic stimulation procedure that stimulates nerve cells in your brain to help alleviate symptoms of depression. It's relatively new. A magnetic coil is placed around your head for about 20 minutes. 3 or 4 weekly sessions are needed. I haven't seen or read the reviews or literature in the success rate but having ECT should be regarded as a last desperate act.

I have no medical training in psychiatry but I have dealt with depression for most of my life. I would try cognitive behavioral therapy and medication first.