I think the OP should make an appt for MD shrink. Use healthgrades.com or any other source you know let's you sort by average user review. Depending on where you live, just finding someone that's taking new patients might be a challenge. But what you need right now is a diagnosis. Advanced practice nurses are also an option and they can write scripts. I'd try to hold on to the idea of getting an MD but not a PCP. A trained, practicing psychiatrist.
Most depression is situational. Think, bad news about your health or that of someone you care/cared about. Loss of a job, significant other, anything else that felt like a kick in the nuts. If you've been on the melancholy side most of your life and it has gotten worse with no obvious situational cause, then I would consider drug treatment my first option. But I've been to many hundreds of support group meetings (DBSA mostly - depression and bipolar support alliance) and therapy DOES work for many people. I'm just not one of them.
Once you have a diagnosis, make them break it down for you. What I mean by that is what diagnostic criteria are they relying upon to conclude that they can stuff you into one or another pigeon hole.
Just remember, diagnoses can be incorrect. Sometimes wildly off the mark. Keep that thought running on a loop until you have solid evidence that you made the right choice in doctors.
Diagnosis will determine the general class of drug they will start you on - antidepressant, traditional or atypical antipsycotic (don't let that word 'psychotic' get under your skin. It doesn't mean what you probably think it does), anxiety palliative (benzos - valium, ativan, xanax, etc.