I am in my late 20's and have suffered from Depression since I was 17. There are advocate groups for people with mental illness, which include the National Alliance for the Mentally Ill and the National Mental Health Association. You can go to the Screening Day, and they give referrals there. You can also call the American Psychiatric Association. They're on our Web page too.
Most people receive a combination of medication and talking therapy.
Some people only need one or the other. The exact form of treatment is determined by the individual in consultation with health professionals. There are several sub-types of depression. The only way to know for sure is to get a diagnosis. You need to do that through a mental health specialist, and you can learn a lot more by going to the Screening Day itself.