Well, several things.
#1) You can obtain them online; illegally of course, with all the risks that carries (customs seizures, poor quality drugs, no supervision by your doctor). Plus it's not that encouraging to the rest of us when a would-be policeman wants to break the law just to get the job.
#2) Herbal/"holistic" alternatives are barely if at all regulated; you've no idea what you're taking and "proofs" of their efficacy are usually just anecdotal or emotional. If you believe in them enough they may work through the placebo effect, but that's about it.
#3) Antidepressants are severely overprescribed, because, quite frankly, it's easier to give someone a pill to get them to shut up than to treat them properly. Mental health, along with perhaps geriatrics, is probably the most oversubscribed and underfunded area of the NHS. The waiting list for psychatrists is often several years in some areas. Lucky patients are usually fobbed off onto therapists and counsellors, the efficacy of which is seriously questionable. They did some fairly interesting studies comparing the success rates of treatment by professional counsellors, who had twenty years or more of experience, with treatment by college professors who had a reputation for being good listeners. The college profs were more efficacious. Talking can be useful, but you need to talk to the right people.
You really should put a lot of thought into the question of whether or not to take antidepressants. Despite their ubiquity, their effects are questionable. They do undoubtedly work in some people, although whether it's for the reasons the manufacturers claim is questionable. Some antidepressants have a host of fairly unpleasant side effects, and nasty discontinuation syndromes. They also tend to increase suicidality in the early stages. Prozac, being one of the oldest of the SSRIs, went through a rather less rigorous testing process than might be desired, and there are some studies to suggest its efficacy is no greater than that of a placebo.
Still, despite all this, it may be the case that antidepressants are for you. Check with your doctor or a competent authority how antidepressants will affect a future application for the police, especially given the provisions of the data protection act. Discuss the range of antidepressants (and other treatments available); as someone else suggested, get a second opinion. Do a little research online or in some books on medicine for laymen. The Merck Health Manual (home edition), available online, is quite good.