Seneca. I find his writings extremely powerful. Combined with psychotherapy, I've not had depression or panic attacks since discovering Seneca. Here's a nice quote of his to Lucilius:

"But no sorrow falls on the wise man; his mind is tranquil, and nothing can happen to cast a cloud over it. And nothing becomes a man so much as a greatness of mind; but no mind can be great and sorrowful at the same time. Sadness blunts the mind's powers, scattering and restricting them; not even when disaster strikes him personally will this happen to the wise man, but instead he will beat back all Fortune's anger and smash it first; he will always maintain the same calm, unperturbed appearance, an impossible thing to do if he were susceptible to sadness"