Hi Sun,
Individual bouts of major depressive disorder do often run their course. Talk to your shrink, of course, but my understanding is that if this is the only bout you have had you may not need drugs on a long term basis. Recurrent bouts do often tend to get worse however and if they are severe can disastrously effect your life. After several bouts of depression most p-docs believe that one should continue taking anti-depressants. If the SSRI's dont work for you there are other categories of ADs that might. Talk to your p-doc.