when I first realized I needed professional help with depression I went to my primary care doctor and he prescribed me anti depressants and xanax, after awhile he felt it would be best if I had a psychiatrist and he recommended one. things have improved a bit since I've been seeing the psychiatrist, I should be in therapy too but one step at a time I guess.
my doctor wasn't judgemental at all and even admitted to being on the same anti depressant that I was requesting to try. my experience is that there are a lot of people in the health care industry who really do care, there are exceptions, but depression and anxiety is nothing to be ashamed of. I think it's a very responsible mature decision to seek professional help.
if you don't feel comfortable going to your doc about these issues you could ask any friends or family members for a referral to a good psych doctor, alot of people see psychiatrists, nothing to be ashamed of. you have nothing to lose by giving it a shot, just taking steps to see a psych doctor when you are depressed is an accomplishment and it definitely increases your chances of raising the quality of your life.
I'd give it a shot, it may or may not help but at least you'll be on the path to recovery.
Also, if you do end up seeing a psychiatrist and don't like it at first try and give it a few sessions before you quit, the better they know you the better they can help you.