Only a qualified doctor and you can make the decision if you need them or not. I will tell you as someone who barely made it out of her teens because of depression that has dogged me since I was 12 that they did save me at several very dark points in my life, between my early 20's when I finally got help and now.
You are right to be concerned about insurance: I would talk to a doctor about getting samples and not filling scripts for them or otherwise, trying to get them without informing your insurance company if you're worried you might become uncoverable (which is sadly happening more and more with the crooks at the insurance companies).
But insurance companies or no, the most important thing is to get help if you feel you can't hold on. These medications are not to be taken lightly or with the expectation that they can fix everything that may be wrong in your life. But they can definitely offer a life vest to keep you afloat while you sort the rest out through therapy if needed. I do not believe they have the placebo effect, because I have seen people who wanted a 'magic pill' to fix their unhappy lives when they really needed to just make changes and they were not helped by the medications. Others, including myself who were unable to shake the disease no matter how hard we (I) tried, have been helped by them.
Your mileage may vary, and each individual needs care and management with a doctor to decide how long to stay on them. I was told that I'd likely need them "the rest of my life"...but I'm taking a leap of faith. Now, after mostly 10 years on them with some brief interruptions,I am off of them after weaning off a couple months and I am kind of free falling at the moment. It's like I'm dealing with a backlash of emotions that were somewhat numbed out because I was on the meds so very long. But so far I'm okay. hell, at least I'm here to deal with the backlash, you know? And I know that if I cannot make it without them, the meds are there. It's not an easy choice, but sometimes, it's the only one. It is not about being weak. If you were diabetic, would you feel weak for taking insulin? Of course not. Its' the same thing, there's just this stigma there.
Again, these are not candy and you have to know the risks and weigh them against the benefits when deciding which pills to take. Some have a safer track record than others, do your homework and be an educated patient.
Depression is not something that you can just think your way out of or talk yourself out of. That is why you must get professional help, sooner the better, and work it out with a doctor that you can trust.
Huh. Maybe there was a reason I have insomnia tonight...hope this helps a little. Good luck...
p.s. Prophecor, love the new avatar...and that was a great post, bless your heart. Thank you for speaking out, you and everybody who posted. This is I think one of the last great stigmas out there. How I wish several of my friends had not resisted the help that could've saved their lives...