While, anything is probably better than nothing, I've found that it's crucial to find a therapist that one 'clicks' with. I wasted quite a bit of time sticking with a therapist who didn't help (and possibly made things worse, much as she meant well).
If a therapist is not an option, I also recommend support groups. In some ways those have been even /more/ of a help than a therapist, because the fact that they're not paid does matter, and the fact that it's a solution without an end-date comforted me.
As a thirty-something, 1) I wish that I looked for help earlier, and 2) I would do everything in my power to move to a different place if I couldn't find the support wherever I was. It's been /that/ helpful.
A lot of practicians have surprisingly little knowledge or very old views on depression. Some will very strongly argue against medication for instance, while others try multiple simultaneous approach. Some will throw the same medication every time they hear "depression" and call it a day, while there is a variety of drugs on the market and a regular follow-up on the situation can help find ones that effectively work.
As a fellow large male, I totally hear you. Getting empathy can be challenging.
WRT psychologists -- audition them. Schedule initial visits with 3, make all those visits, then see if you feel that one of them has listened and can help.
This inverts the power dynamic, at least to begin with. You're actively choosing someone who will work for you, and based on some of your own felt evidence. You don't have to worry about "making it work" with the 1 counselor you chose to begin with.
This is common practice. No good counselor will be surprised by it. Any who argue it can easily be dropped from your short list.
Baring your soul to 3 strangers sure can be daunting. I find it gets easier. And again, if it sucks with one of them, probably that's not the counselor for you.