Medication does work. I had depression for about a year, and they gave me Paroxetine. It is very effective. It was a bit complicated to get off the med, as I got some side effects when I stopped (sensations of falling down, that kind of thing).
Anyway, probably best to talk to a doctor about it.
Hypericum extract is supposed to help in episodes of mild depression and is much less problematic that strong meds.