You should see a doctor, but it doesn't automatically mean you have to accept any medications.
I speak from experience too. I spent 29 years clinically depressed. Spent 2 years in therapy, and refused medication. I posted my story on another of ImOpen's threads, called Overcoming depression. I did it without medication.
It's true that clinically depressed people do commit suicide/or attempt suicide more often than others, and it's also true that they do this while on medication, and very often by deliberatley overdosing on their medication. So I'd save the medication as a last resort, when other things have not helped, in the least. Go to ImOpen's thread "overcoming deppression", and read my story, and try some of the things I did that actually worked. It's not for everyone. Nothing ever is, but it might help.