My GP told me that for mild to cases of mild to moderate depression, he’s hesitant about introducing antidepressants-be said they can worsen concentration at work, impairing performance, thereby introducing additional life stressors, leading to more depression not less. A person seeking antidepressants who was dissuaded from doing so by that advice is arguably making a much more informed choice than if he’d just given them what they wanted from the start.
Of course, there comes a degree of severity (drawing that line is sometimes a subjective judgement call) when he doesn’t have these qualms any more.
Although (this is my view, don’t know whether he agrees), if one’s situation is severe enough to warrant trying antidepressants, they might not be enough. While I’m no great fan of antipsychotics, if I was in a real crisis situation, I’d much rather something that delivers noticeable results right away, than something which might take 2-4 weeks to do nothing.
But not even trying? I don't think that's a rational and informed decision. Sure, it might take two weeks, and sure, there are side effects, but if it works, it'll greatly improve your condition. If your condition is serious, taking a pill every day and waiting for two weeks isn't a huge investment.
It's like betting at roulette, you don't have to pay to bet $10000, but you'll get the full win if you're lucky. And you have to wait two weeks after each bet to know whether you won.