In my experience, learning proper coping mechanisms, finding new hobbies, getting better sleep, better diet, getting enough exercise, making sure your vitamin levels are in line, were all much more effective than medication. Medication actually made feel worse and more trapped, and I've taken almost every single antidepressant that can be prescribed.
What worked for me will not work for everyone. It's important to try everything that you can and see what works best for you. For me, medication was not the answer.