The short answer is you don’t HAVE to do anything you don’t want to do. Perhaps a better question is “will anti-depressant medication help me overcome my depression, or can I do it with counseling or therapy alone?”
There is some evidence that suggests medication just isn’t effective in combating depression.
Understand that “clinical depression” (Major Depressive Disorder) is most likely a combination of negative and erroneous thinking (self-talk), a sense of reduced options, a belief that one is helpless to change, and bio-chemistry (specifically, not enough serotonin or dopamine molecules hanging around the synaptic gaps in the brain).
One problem with medication is that it does nothing to change your thinking. Medication alone may help you think more clearly, but if you don’t change your self-talk you will simply be thinking very clearly about how hopeless and helpless you are.
A second problem with medication is the time it takes to be effective. The most common anti-depressant meds are selective serotonin reuptake inhibitors (SSRI’s) and there are numerous brands on the market. It may take 2 to 4 weeks for the medication to build up to a therapeutic level and then another 2 to 4 weeks to reach full efficacy. So now you’re one to two months down the road and that is only if your doctor has you on the right brand at the most effective dose.
Finally, there is the question of your level or severity of depression. Mental health professionals have to decide when making a diagnosis if you are mildly depressed, moderately depressed, or severely depressed. A mild case of Major Depressive Disorder and only those very close to you may know you are depressed. A sever case and you may have been in the fetal position on the couch for a week not eating, bathing, or brushing your teeth. Moderate depression, by definition, is everything else inbetween. SSRI’s, if they are effective at all, should probably be reserved for those who are severely depressed.