hey you're doing the very right thing to seek help. Im a social worker and i do have clients who have depression too. I normally refer them to see psychologist to do an assessment or see a psychiatrist to make a diagnosis. they can give u anti depressant and its just like a clinic and its not embarrasing at all. i know a very good doctor in central. but trust me, depression is usually cured with both medication and counseling. i know u may not want counseling, but only counseling can help deal with the root of the problems as depression is not just a physical thing. even if u dun wanna get counseling, talking to friends really help. they may not be able to help u to solve the problems, but it will make u feel good that u got all the care and support from ur friends and "force" yourself to join the social activities will give u less time to stay alone n think and get the vicious cycle effect. if theres anything i can help, pls let me know n i hope u do feel better.
Life is short, and if the difficulties dont kill you, it will only make u stronger. stay tough!