I've noticed that there are big differences between different countries. For instance, psychiatric care is high-functioning in my country, but does seem to be dysfuntional in the USA. That said, I think it depends on how serious your problems are. If you are depressed because you for instance have broken up from a relationship, it's perhaps not necessary to seek help. If your depression makes it difficult or impossible for you to for instance go to school, work, take care of your home, or interact with other people, you should probably seek help and do it soon. If your depression makes you want to harm or even kill yourself, you should of course seek help as soon as possible. If you suspect that you in fact might have a bipolar depression, you must seek help. It's impossible to handle this illness on your own.