I guess it all depends on what shocks you. If you have led a (maybe) more sheltered life, the fast pace of Manila can be overwhelming. Seeing real poverty can be very distressing compared to what we have. My experiences has shown that where there is poverty there needn't be depression, most people I met in Manila and in the province have been resiliant and happy with what the 'do' have.
What I do love is the electrical wiring... it's just crazy, how do you know you are paying for what you use??