The government should absolutely be spending money to get us out of the depression. When a depression hits, consumers stop spending so that they can keep some cash in their pockets. Without spending, however, the economy grinds to a halt, so we need government to step up and spend money to generate demand in the short term. Think of it like restarting an engine, we need a spark to restart the economy, and that spark comes from public spending.
It's difficult to give an absolute answer. There are many people with dogmatic beliefs (such as government is bad or government is a panacea). Both of these groups have biases that do not allow them to consider that the United States may be potentially be repeating history. Overextending an empire and trying to be the police of the world is of questionable value to the United States. However, government spending that can definitely be shown to help people (e.g. infrastructure improvements and expansion) may help the U.S. move forward.
That's not how the economy works, put simply. A big spending government is the cause, and not the answer, to a depression. The government has overspent for decades, and it's finally caught up to them. You don't hand a man who's trying to get out of a hole a shovel, do you?
One reason that our country is in a depression is because of the expenditures of our government. Whether it was for the military or social programs, the government was overspending. If it continues to spend too much money, it will continue to seek the money from citizens in the form of taxes to help pay our debts. Citizens already can barely afford the current tax rate, and a big-spending government will only increase those taxes.
Big government is a great idea to some, and a terrible idea to others. However, it is fundamentally flawed when it comes to challenges like the current recession. Sure, the government can try and expand social programs, but a much better use of taxpayer funds would be to return it to the taxpayers. Social programs are good for some, but it is obvious that aid reaches some more than others, and can be detrimental to the people receiving it.