Accurate detection of depression from spontaneous speech could lead to an objective diagnostic aid to assist clinicians to better diagnose depression. Little thought has been given so far to which classifier performs best for this task. In this study, using a 60-subject real-world clinically validated dataset, we compare three popular classifiers from the affective computing literature -Gaussian Mixture Models (GMM), Support Vector Machines (SVM) and Multilayer Perceptron neural networks (MLP) -as well as the recently proposed Hierarchical Fuzzy Signature (HFS) classifier. Among these, a hybrid classifier using GMM models and SVM gave the best overall classification results. Comparing feature, score, and decision fusion, score fusion performed better for GMM, HFS and MLP, while decision fusion worked best for SVM (both for raw data and GMM models). Feature fusion performed worse than other fusion methods in this study. We found that loudness, root mean square, and intensity were the voice features that performed best to detect depression in this dataset.