As a medical student and someone who has battled depression for years now, I can tell you that drugs are a wonderful option. In our society, we tend to view mental health as a very black-and-white area--you're either sane or you're, well, not :). People are very hesitant to question the state of their mental health, which is, IMO, very myopic.
I view mental health as I do physical health--everyone has had a cold at some point in their lives. When you get sick, do you deny it? Do you figure it's just a bad day and tomorrow will be better? Most people suck it up, see a doctor, and take the Robitussin until they feel better. I think that everyone, like having a cold, is at least mildly mentally sick at some point in their lives--be it depression, anxiety, OCD, PTSD, what have you. It would be a shame to ignore one's feelings or dismiss them as just a "bad day/week/month/year", or to assume that one simply doesn't have enough faith (I've heard that one a time or two and it just makes me cringe--"you wouldn't feel so bad if you just prayed/read your scriptures/fulfilled your calling more...").
It's great that you're seeing someone about your depression--DEFINITELY a step in the right direction. You may want to consider medication in addition to therapy. For most, it works, and it's a great way to feel balanced again. Nothing works 100%--I still have days that aren't so good. But it's definitely something to think about. Best of luck to you--you're not alone :)!!