Being brave enough to recognize and verbalize how you are honestly feeling is no small thing. That being said i would second what many have already stated on here regarding exercise, sleep, hobbies (for me exercise and sleep make drastically larger changes in my mood as i age).
A great psychiatrist cannot be emphasized enough in my opinion. My experience is that talk counselors many times dont have the skills to match up with the patient that a great medical professional with the medical school training and experience can assess and address. Psychiatrists can prescribe medicine if they diagnose a condition and need for it. Additionally, no one should ever feel that medication to help get through depressed states are beneath them or embarrassed to get that kind of help (not saying you do but sometimes as guys i feel that is still a stigma).