Well, my view on the matter is scattered among different posts, so I'll just go ahead and just type it out.
Research on the effectiveness of psychotherapy strongly suggests that longterm therapy is just as effective as longterm therapy + drugs for ALL disorders. I conclude from this that if you are depressed and it is interfering with your life, you should see a doctor about medication but also attend therapy. I see drugs as a band aid to the problem (so that you can function again) and therapy as the cure. The problem with antidepressants is that they take a short period to actually start working, so you will still have some downtime, plus not all medications work the same for all people. I think it comes down to this decision: Do you want to have to rely on medication to keep you non-depressed the rest of your life? Or would you rather try and fix the problem for good?
I have suffered from two bouts of severe depression in my life so far; one was an episode after my recent surgery and another lasted from jr. high to high school. Depression really can be bad; I don't know how to put into words how horrible I felt in those days, but I can say that in some form or fashion I understand. Everything seemed hopeless, and I never want to go back to that again.
I should also mention the distinction between longterm and short term depression. I started taking medication again when I was falling into depression after my surgery. I basically was bed-ridden and in pain for a while, and I just felt like crap. The medication really put me back in the game, and I stopped taking it after a couple of weeks and I was fine. I'm thinking this was only short term depression. Longterm depression is certainly a different story. In my case, the longterm depression (from roughly 6th grade to my junior year of high school) had a cause, and the only way I was able to overcome it for good was to deal with the problems that were causing the depression; which was essentially coming to terms with my sexual orientation. It haunted me since childhood, and then I hit puberty and went through a stage in my life that I can only describe as "dark times".
Don't get me wrong, I think your specific situation will have a lot to do with deciding what the best treatment is for you. Note that I haven't really mentioned that some people have a natural chemical imbalance that gives them a strong predisposition for depression. I wish I had time to go over all the theories of depression from each school of psychology that I learned from my Theories of Personality class, but I'm at work so I don't have my book with me.
Let me end by saying that I hope everything works out for you.