We consider approximations of general continuous functions on finite-dimensional cubes by general deep ReLU neural networks and study the approximation rates with respect to the modulus of continuity of the function and the total number of weights $W$ in the network. We establish the complete phase diagram of feasible approximation rates and show that it includes two distinct phases. One phase corresponds to slower approximations that can be achieved with constant-depth networks and continuous weight assignments. The other phase provides faster approximations at the cost of depths necessarily growing as a power law $L\sim W^α, 0<α\le 1,$ and with necessarily discontinuous weight assignments. In particular, we prove that constant-width fully-connected networks of depth $L\sim W$ provide the fastest possible approximation rate $\|f-\widetilde f\|_\infty = O(ω_f(O(W^{-2/ν})))$ that cannot be achieved with less deep networks.