If you simply choose the "Diffuse" shader, your UI will be completely solid. Transparent/Cutout -- again, solid but with alpha-cut edges. Both are lit shaders, however. You can also just always look at the shaders used in NGUI 2.7.0 -- the depth write shader in particular. It was done in two passes there however. First the depth-only pass, then the color write pass.
Also note that depth-write UI shaders is something 99.9% people will never even need for anything UI-related. Depth-reading, perhaps, but depth-write -- not so much.