Hi jazzy,
Here is what I know about antidepressants - anyone else please do add their comments too...
Antidepressants can really help with depression. As a matter of fact - as I recently saw on the PBS series "This Emotional Life," they can truly help to heal the brain over time by rebuilding brain cells. This is because overtime, saddly, untreated depression can cause harm to the brain - and antidperessants have been shown clinically to reverse and heal this damage.
Some people benefit from antidepressants only. But most often the best help comes from a mix of antidepressants along with weekly talk therapy.
The thing that is a bit difficult is that antidepressants can sometimes have side effects and one brand may work for you while another brand might work best for someone else (it's trial and error). So the best way to go about it is to find a good doctor who specializes in treating depression using medication (a psychopharmacologist) - someone you feel comfortable with, and who listens to you. In this case, the doctor will usually prescribe a very low dose and work up to a clinical dose in order to minimize any side-effects.
Several people very close to me have had true benefits from taking antidepressants. Both of these people (my partner and my best friend) have been taking them for 12 years+ and have no side effects now. For one person celexa works best and for the other effexor is what helped her turn around her severe depression.

That being said, there is also the option that is the wide and rough world of "alternative" medicines. Saint John's Wort is a medicine that is prescribed by doctors in Germany, but not here. This herb has helped me, but some people find no change with it. I like it becuase it actually has been studied in clinical studies - so I know more about it. The brand that was used in the studies is called Kira.

After my long rambling response, I would say the best thing would be to try speaking with a doctor or psychopharmacologist - maybe just to get some more information. The final decision is up to you and you shouldn't feel pressured. But antidepressants might help you to feel better.