WXXU,
When I was diagnosed with PD eleven years ago my neurologist started me immediately on carbidopa/levodopa. The result was that, not only my stiffness and slowness were relieved, but the depression that I had struggled with for the previous 10-15 years was lifted like it had not been by the previous years of talk therapy or the numerous antidepressants I had been prescribed.
At least in my case, I am convinced that the levodopa was key to my depression relief. I have not used either Azilect or dopamine agonists, so I do not know if they might have had the same antidepressant effect. I do, however, continue to take Welbutrin and Cymbalta.