One of the things that leads me towards a Reformed view of theology is the comfort in eternal security. The P in TULIP is Perseverance of the Saints, that God won't let you go once He has you.
The alternative is a faith that can be lost. For someone fighting depression, that's a scary thought, one that can lead to a bit of a death wish that one could lock their salvation in by dying while one's still in God's good graces rather than living and risking blowing it down the line. I recall fighting that though off about three years ago, when I was unemployed, facing bankruptcy and going to a Arminian church that had losing one's salvation as a real prospect; having God kill me now and lock things in seemed a viable alternative for a few minutes that Sunday morning.
That "once saved, always saved" Reformed stance is good for a food fight and can lead to some spiritual sloppiness amongst the "frozen chosen", but it keeps one from a worry of whether your faith is real enough, especially when anxiety and depression make one a bit reserved and not the best street evangelist; how much "fruit" is enough?
Thus, even though I find little comfort in the limited atonement side of TULIP, wanting all to have a shot at salvation, I can't easily be in the Arminian camp; having a faith to hold on to that isn't going away is vital for my sanity.