you will likely have to wait ages on NHS for counselling as they are overloaded. long term psychotherapy has an even longer waiting list and has a high threshold so they only help the more severely depressed. even a suicide attempt doesnt garuntee psychotherapy!
most NHS areas run a simple 6 session CBT course for mild mental distress and its usually qouted at "up to" 6 months waiting time.
Antidepressants only help rectify the chemical imbalance and not the reasons why. some people with genetic based depression will be on them for life as its a permenant chemical imbalance, most people have depression for a reason, be it major life events or a culmination of things over years so you shouldnt be on them too long.
Most SSRI's take 6 weeks to begin to work and unless the side effects are seriously harmful then keep with them for the 6 weeks as many people find the effects fade. most modern anti-d's are designed to be very hard to o/d on so dont bother!
While on anti-ds keep off drugs and booze. most drugs and especially alcohol are a central nervous system depressant so actually make you more depressed

which is the last thing someone whos depressed needs! Also booze will cancel out the good effect of the anti-ds.
As been said ultimately you need to work out whats wrong and why and then fix it. no one can fix you, but they can give you the knowledge to help you to fix yourself.
The hardest bit after admitting the problem is to actually change something. its too easy when youve no energy or motivation to just procrastinate. Set your self up to do things, force yourself to be around happy people etc. set yourself goals and make it so its easier to do it than not! Eg arrange to go out mates or something but get them to come round yours for a drink first. helps on 2 fronts as you have to tidy house a bit and also if your mates come to you then its very hard to get out of going out! I used to be a really bad self harmer so i would wear short sleeves so i cant cut then cos if you do people notice, you get a world of shit and questions, the shrink throws a wobbly etc so it forced me to deal with things in a better way!
The easiest way to get counselling is via a charity such as mind. its quicker than nhs, often free and also has the benefit of the person you are talking to has similar experiences so understands. most work on the CBT model of therapy although increasingly people are combining it with mindfulness techniques. I co-ordinate group therapy sessions for a local charity i volunteer at and group sessions are very good once youve got over initial nerves as theres more people with different experiences so a greater wealth of knowledge and more ideas. Most people learn its easy to advise others and often they know ways of helping them but struggle to turn the same ideas inwards.
Dont expect to get well overnight. theres no magic pill cures. it takes a long time to get unwell so it will take a while to get better.