Dealing with depression on your own doesn't always lead to good things or improvement. I think it's best to go to counseling. Although you might want to take steps before spilling out your life story and/or all the reasons your depressed. When talking to someone like your best friend for example, it's like venting, you can feel tons of burden being lifted when you talk to someone you trust about your problems. A counselor may be a total stranger whom you might not feel comfortable talking to.
So what I'm saying is, you might want to talk to people closer to you first, people who you know will always be there for you. They might give you the courage to be able to get advanced help from a therapist or counselor who is experienced. In the end, it'll help prevent the horrible things that come to mind when you have depression.
