Antidpressants have been shown over and over to be more effective than a placebo in controlled studies.

That said, not all antidpressants work the same on all people, which can make finding the right one somewhat of a guessing game. You need to try each one for a period of time before deciding whether to stay with it or move along to the next one. Usually this period is about six weeks.

Something that works as well as antidpressants is talking therapy (counseling). This too, has been shown over and over in clinical trials. So, if you really don't want to take pills, you can try a qualified therapist.

HOWEVER, studies also show that what really works best is using antidepressants AND therapy together. This combination has been shown to be far more effective than either medication or therapy by themselves.

IMHO, if you have been moderately depressed for a relatively short time (a month or two), talk to your regular doctor and find a good clinical psychologist. You doc may know she's worked with, or get a referral. If you have been really depressed for longer than that, you should probably seek treatment by a psychiatrist, just from my own experience.

PLEASE BE AWARE that clinical depression is a mental ailment with a physical cause. It's not a matter of willpower or character. It is a disease like any other, and must be treated medically.

Hope this helps!
DJ