MrsD is right, sleepy/dopey is a different thing. The depression sets in is a feeling of being a useless human being. For us it starts with a sleepy/dopey feeling and then can be followed by a 'useless human being not worth being loved' feeling. It takes only molecular levels of gluten for this to happen. However, large quantities of grain being ingested can steer the mood in this direction... just not to the same degree (in our case).
Gluten grains are the worst and if anyone reads at a celiac site about one of the symptoms that many people use to know they've been glutened, it's that an unexplained sadness sets in. For us, it is very clearly a brain chemistry thing that really goes downhill fast and is quite bad (and seemingly unexplainable). However, we now know that we have to be absolutely vigilant about even the tiniest levels of gluten because it can change our whole day in a matter of 1/2 an hour. I know other people who have to check back on their food for the previous 48 hours though.
People with gluten intolerance often have mood issues, we are told, because gluten causes malabsorption and therefore our vitamin and mineral levels are not great. I am not so quick to adopt that theory though because we react so quickly to it.
Other grains, like brown rice, etc. do not seem to cause as 'sharp' a downswing in mood... nowhere near it actually... But it still does cause a small downswing. Often if I run into a person who is fairly *religious* about their paleo diet, I like to ask why they gave up grain. The general answer is that it made them feel "really bad". This makes me think that my son and I are not as odd as I first thought we were.