I have always come down firmly on the If You Need Help Get It  side of the equation... and if that help means pills, then pills are what you should take.  But pills aren't all of the answer, they have to be taken in conjunction with ongoing therapy and medical attention, as well as personal and family attention.  Those teens who committed suicide on Paxil might very easily have just been given the Paxil and ignored by their parents and doctors... "here, take these and leave me alone."  
I resisted going the medical route for my depression until it advanced into type-2 bipolar disorder, by which time I would gladly have given up both nuts and my right foot to stop feeling as horrible as I was feeling.  All I got for side-effect from my Prozac was some extra fat and a bit of gas; I just started taking Depakote as well, I'm waiting to see what that does to me.  Whatever it is, I bet it's better than how I felt before.
And looking above, I see that a lot of people have had bad experiences with antidepressants; and I think there are a lot of doctors out there who have become just a bit jaded and don't pay sufficient attention to their patients' needs.  And yeah, a lot of these antidepressants will do a number on your body.  When my friend went off the Paxil he'd been taking for four years, he broke out in liver spots!  A twenty-five year old kid walking around with great brown splotches all over him.  Of course, he went cold-turkey against his doctor's advice because he wanted to just get it out of his system; he was tired of feeling flat and asexual.
However, there is just as much fault with the patients.  One of the things I learned in my bipolar group therapy is that many bipolar people don't even think  they're bipolar because they enjoy  being manic... the extra energy, the extra sex-drive, the extra creativity.  So they treat their bipolar disorder as if it were straight depression.  And since they're not sharing all of their symptoms with their doctors, the doctors don't know any better.  When my friend went off his Paxil, he didn't stop his bimonthly therapy sessions, he checked in with his doctor frequently during the withdrawal period, and he took decisive action towards maintaining his mental equilibrium and physical health during the process.
There's also this perception on the part of both physicians and  patients that being depressive or anxious or bipolar isn't really that big of a deal.  We learn to cope with various of our symptoms, and those symptoms become part of our personalities.  And so when we're sitting down with the doctor going over our symptoms, we will frequently gloss over various symptoms or ignore them altogether.  And so the doctor only gets partial information, and he or she prescribes on that partial information.
When I decided to go the medical route, I did a lot of research, I went to classes, I went to group, and I talked to my psychiatrist every three weeks to see how I was doing on my medication, had any side-effects surfaced, had any ill-effects taken place.  I only get three refills on any of my meds, so I have to meet with the shrink face-to-face to discuss my treatment at least twice a year.  My HMO does that sort of thing to make sure we make the most of our time with the doctors (prevention is way more cost-effective than reparation), but the attention to detail is something that anyone can bring to the party.
If I had gotten a doctor that just gave me a pill and sent me on my way, I would have changed doctors.  And I would have kept changing doctors as long as it took until I found one who was interested in working with me, interested in discussing various treatments with me.  I was lucky, the psychiatrist I drew out of the hat was the right one (when we started discussing medications, she gave me a sheet of twelve different treatment options to discuss with her and choose for myself), but there are twenty or so other shrinks I could have gone to if that one didn't work out... and that was just in my  HMO, I could just as easily have gone out of my HMO if it was important  (and I think my mental health is  important).
The research is really important.  When I was telling my father about why I'd started limiting myself to three cups of coffee a day, he wondered why he had never heard about caffeine and refined sugar and chemical sweeteners being cited as contributors to disorders like bipolar and depression... he's been under treatment for bipolar disorder for more than ten years, but this was news to him!  Yet when I looked up the websites suggested by my therapy group leader, that was one of the first things I learned!  
Daddy didn't know about it because he'd never asked.  And he still  drinks three or four Diet Pepsis every day even knowing that, because he doesn't really care enough about his mental health to make sacrifices in his comforts and addictions to help himself.
It's incredibly important for the patient to take an active part in his or her therapy, not just taking the doctor's word for anything, not just taking your friends' word for it, not just making it up as you go along.  The information is all out there, you just have to dig it up; the help is out there, you just have to ask for it.