After considerable research, I found that the store provided the second best form of magnesium that I could have chosen to treat depression. Only magnesium taurate (a form of magnesium that decreases chances of diarrhea) is superior to all other forms of magnesium. Both glycine and taurine have been used to effectively treat depression. Also taurine (the ligand in magnesium taurate) has been shown to be low or absent in 100 percent of people with Depression and chronic pain according to Shealy.
I quit taking and quit recommending magnesium glycinate because glycine, in the doses taken and while taken for a protracted period of time, will damage its delicate balance with another amino acid, taurine. Taurine is vital to mental and cardiac health and must not be disturbed, while glycine is ubiquitous and appears highly unlikely to be bothered by too much taurine. For example, diets with up to 1% as taurine had no adverse effect on test animals. Long term high doses of glycinate will eventually cause ever worsening cardiac arrhythmias and will never allow total recovery from Depression or other mood disorders, although most people will find that it works miracles for them in the short-term. Also, both magnesium and taurine have been proven to be low in Depression in about 80% and 100% of cases respectively. Read Shealy's article starting here. See sentence immediately before the Discussion section. This does not mean magnesium glycinate is harmful in the short- or near-term, it just means one shouldn't use it year in and year out, and it must be IMMEDIATELY stopped if side effects, particularly cardiac arrhythmias (PVCs and/or PACs) occur.
As for magnesium chloride, this is an awesome read.