PhD's are bad for you.
Apparently 10% of my peers have considered suicide (at least at Berkeley) and 57% "felt so depressed they had a hard time functioning":
Grad school fosters depression
Unfortunately, you need subscription for the actual article. Considering that frustration is the most common feeling experienced on any given day I am not altogether surprised. I obviously have some way to go before reaching the average level though. Well, back to work I guess...