Well put, Pardes. One thing that I am learning in my training to become a clinical mental health counselor is that therapy is not one size fits all. I am in a holistically oriented program, with a humanistic focus. But we do learn about ALL of the types of therapy, including cognitive behavioral. Some people need that structure, as well as the insurance issue...
I do agree with Oakleaf in that the first thing is to get yourself to a therapist (I don't mean just Kajero, but anyone in this situation) who can then refer you to a psychiatrist for a meds evaluation, if that is what you want to do. It didn't work for me, but it does for a lot of people.
I didn't mean to be dismissive about depression when I said that getting outside helps. It is just one of the things that has been shown to work when used in conjunction with other things, like therapy, medication, acupuncture, etc.