First off, good luck. There is a stigma needlessly associated with depression (and its meds). Don't buy into it. Herbs may work (I tried them first), but they take three or four months to kick in - why torture yourself in the mean time?
I'll go on record: I am no fan of meds of any type. But, with depression, and for me, they were a blessing. It made all the difference in the world, between being able to cope, not obsess, sleep, you get the idea.
I put my pride behind me and started the meds. It was a decision I'll NEVER regret; all things considered.
It isn't my place to butt in, but you might want to re-consider your prayer life as well.