Depression sucks. I can tell you first hand. I am in the process of attempting to reclaim myself. Although I'm not a doctor, theres prolly a few things I can tell you that might help. You have to remember almost everyone's depression is caused by an outside factor. Mine was that I grew up and continue to live in a religiously oppressive family that does not accept anything out of their lines of thinking. It also lead to some anxiety too. But heres what I can tell you from MY experience:
1) Anti-depressants treat the SYMPTOMS, not the CAUSE. They are still not well understood by the medical community and are notorious for their adverse side effects in alot of people. Sexual dysfunction, anxiety, agitation, nausea, are some of the more common effects. In my opinion, avoid them, because the real kicker is, when you stop them, depression recurs in a HUGE number of patients, over 50% if im not mistaken (though I may be). Because you are treating the symptoms and not the problem.
2) If you go to the doctor, they most likely will prescribe you a medication. You don't have to accept it, and do alot of research before you take it.
3) Examine your life. SOMETHING in your life is leading to it. You need to identify those causes.
4) Once you recognize the culprit, you need to begin "treatment".
The first thing you need to do is seek some talk therapy, also known as Cognitive Behavior Therapy. There you will talk to a qualfied person about your problems, and they will help you better understand whats going on and what you can do to help it.
5) Go to your bookstore and read up on nautral ways of alleviating depression. this does not mean necessarily using herbs and such. There are hundreds of ways to treat it. The first thiing you're going to want to do though is:
a) take your vitamins (read up on them and talk to your dr)
b) enhance your sleep pattern if its outta whack
c) be physically active
6) Finalize your treatment and go through with it.
Keep in mind that most doctors you see are going to prescribe medicine. Remember, you want to treat the problem. Now if you're to the point where you CANNOT FUNCTION, (ie, suicidal, sleep all day, etc) then you may need some temporarty medical intervention. But most people's depression are curable through behavior therapy and self-help. I hope this helps. Theres numerous good sources out in the bookstores to help you understand your problem. The more you understand it, the easier it will be to fight.