I did fight my diagnosis, but it was a minor thing. I was diagnosed with generalized anxiety disorder, but I told them it was a result of my depression. Make the depression go away, and the anxiety goes away on its own. I know this because there are periods in my life where I was significantly less depressed and had zero anxiety. I can be depressed without anxiety, but I am not anxious without depression.
I did not fight my diagnosis of depression, however, because it had suddenly explained a lot in my life. I generally do not mind diagnoses if I think they fit. It gives me explanations and options, and I can start researching and focusing my time on finding a solution to a problem.