If you know you're depressed, then you should take the next step and seek professional help. Psychologists won't automatically place you on anti-depressants just because you say you're depressed. Although technically psychiatrists should be doing that, but many psychologists will make a recommendation for you to take to your GP if necessary.
I see a psychologist for various reasons on a weekly basis and it's helped me tremendously. I'm on a very mild anti-depressant as well for bi-polar disorder. It's not something I ever thought I suffered from, but in hindsight I was only trying to fool myself. I feel better about every aspect of my life these days and find myself happier, more motivated and relying less on vices I didn't even realise I was using to help me before. I very nearly let a small bout of depression become something far worse at one point too - it's not something you can let spiral out of control by continually thinking you can overcome everything yourself. It's also really difficult to put into context what it feels like or even rationalise the feeling to someone else, but chatting to a psychologist about it is not a daunting task - if anything, it can feel like a weight off your shoulders.
Oh, and the meds aren't bad at all. The only worrying side-effect was decreased libido which I did not experience...
Good luck...