I would just have full blood and urine tests and see, what, if anything came up and work on that. Otherwise I'd start my own serious exercise and nutrition programs to see if I couldn't help how I felt. I know my aches and pains finally got a lot better when we discovered I had low Vitamin D.

There are a lot of other options for depression than just meds. If I thought I were depressed I'd try some of those, first make sure other bodily medical problems weren't in the way and then research vitamins, nutrition, exercise, etc. If I thought talking might help I'd find a less expensive counselor (since I've had a lot of therapy all ready and resolved most of my "life" problems) and decide on what I thought was my most pressing issue to work on, see if I could get behavioral changes in place to help with whatever it was.