Go to a different doctor. Depression is ****, it sucks, it's a little **** of a disease that needs to be sorted, not suffered from. If you had an infection in your knee that was stopping you from walking, you'd get some antibiotics and physio to make it better. Depression is a crappy thing that takes a perfectly good mind, and makes a minute chemical change, which stops it working properly - like if someone put diesel into your car's petrol tank and it ran all crappy for a while. All antidepressants do is correct this imbalance (you might not even need them anyway).
PLEASE don't top yourself, it's really not a good idea, and won't do anybody any good, least of all you. I know that depression can make you feel like there's no way out, as I've had it myself, including the "why go on" thoughts, but seriously, suicide is not the answer.
I managed to get over my depression myself, and now I feel glad to be alive, but I have several friends who've taken antidepressants, been to counselling and other things because of depression, whether caused by really **** stuff happening, or just through that crappy little chemical imbalance.
I hope I don't sound like I'm making light of your situation, as I'm not - it's heavy-duty stuff, but there is a way out, and it's a lot more fun and fruitful than the "easy" way out.
You've got your life still going after a lot of difficult stuff, there's a whole load of really fulfilling stuff to do in the world, and although now it may feel superficial, that's just the chemicals in your head making you think that (much the same way that a load of alcohol in your head might make you think it's a good idea to swim in a river near a weir - we both know in reality that it's a bad idea, but the chemicals in the drunken person's head skew that reality - much as the ones in depression do, but in a different direction).
Hope this isn't too rambling, but in conclusion:
GO TO A NICE DOCTOR.
oops, I'm sure I clicked anon...