Get help. Even if it's just talking to someone. A professional is always the better choice. If you get one of the rare professionals who have no passion for their calling, who want to prescribe you something and get you out of his/her office quickly, KEEP LOOKING.
There are two major types of depression: typical, caused by problems with seratonin, and atypical, caused by what this lay person can best describe as a slacking-off of cells in the center of your brain that are supposed to regenerate more quickly than they do.
The former can be helped by light, therapy, exercise, and seratonin uptake inhibitors. In severe cases, mild electric shocks (not like in the movies, pal) can jumpstart your own seratonin uptake inhibitors so you don't have to deal with the side effects (sexual dysfunction, restless leg syndrome, others) of drugs.
I'm totally not anti-drug. In fact, atypical depression is treated beautifully (in me, anyway) by something called neramexane, by Forrest Pharmaceuticals. Hasn't been legalized in the US yet, so I'm outta luck until it is. I got to test it for two wonderful sunshiny years. Just knowing that life exists like that gives me the hope to slog through days like...well, like these right now. Other than easing it with exercise, sunlight and therapy, AD has **NO** medical treatment available to the people suffering from it.
Best of luck to you.