OP, are you seeing a psychiatrist?
There are so many medications available, even if you plan on therapy, medication can help ease some of the debilitating aspects of depression. A psychiatrist can help determine which antidepressant might be best, because a lot depends on how your depression manifests.
You don't have to tell your friends and family what you're going through. And honestly, if they are judgmental, as you suggest, then I would suggest not telling them. Instead, find treatment.
There are also online resources.
http://www.crazymeds.us/pmwiki/pmwiki.php/Main/HomePage
is a really helpful resource. Not only is the information comprehensive, but the guy who runs the site has a lighthearted way of discussing a heavy topic. There is a section for forums. Sometimes I think it's helpful to read through. It's almost like a support group.
When things seem really dark, simplify. Just focus on the basics -- getting up, showering, getting to work, eating, sleeping. Establish a routine and don't put a lot of pressure on yourself to feel better. I think sometimes the pressure to NOT be depressed can add to the depression.
Definitely explore treatment options. Medication can make a big difference in a relatively short period of time (usually a few weeks). Some people use meds just while they are working on things in therapy.
Don't give up.