As someone who suffers from depression and has gone to therapy for over 5 years (I am also on medication), please try and force yourself to go.
It will most likely change your life for the better, if not, what have you wasted? A bit of money and a few hours of your time? It could make you better at dealing with your depression and, as a consequence, make you feel happier.
You might need to try a few different therapists until you find one you like, and it's not a quick fix either. Think of it like getting (physically) fit, you need to keep at it - maybe for years.
You might not also get better in a linear curve, it's up and down, you just have to stick with it.
Therapy has helped me to know myself better, understand why I do what I do and feel the way I do, and, as cheesy as it sounds; learn to accept my limitations.
It's changed my life and the life of many of my friends.
You deserve to be happy, everyone does.
Please try it - if it doesn't I will buy you a beer/coffee.