Wow, what a thread.
I am 28 years old and have been dealing with anxiety/depression since I was 13. When I started developing panic disorder when I first when to college, I was so ashamed of being nervous/down all the time that I just wanted an easy out. I went to the family doctor and was prescribed 20-30mg of Paxil. I was on that for 6 years and can only reiterate what others have said regarding medication - it numbs you to everything, can have side effects (I had most of the ones if you research SSRIs), and has terrible withdrawal symptoms. When I tapered down to 7.5mg of Paxil, I went through the worst year of my life.
With that said, I am currently on 10mg of Lexapro. I also have seen a psychologist once every few weeks for the last two years for cognitive behavioral training. I have also made sure I work out 3-5 times a week. I can say that I am doing better but there is no magical wand, pill, or person that is going to remedy the pain. It is a brutal reality but I think that when I am doing better, I am accepting that there is no easy cure, and it allows me to remember that I am the only person that can change my habits, thinking, etc. Now, don't get me wrong, medicine is a tool that can be used but research shows that physical activity and psychotherapy are just as effective.
A lot of the subconscious thoughts that run through my head are very negative. The more I am mindful of what I am thinking about, the better I can challenge my negative thoughts with objective thoughts. It is hard, especially when I am feeling down or frustrated, but it has helped more than anything.
In short, accept it (half of my battles are trying to examine why I feel this way or where I took a wrong turn...none of that helps at all), get exercise, spend time with people when you're feeling down, talk to a psychologist if possible (if the first one does not seem to fit, try another...different personalities and philosophies work for different people), and a great book I try to read over and over is Undoing Depression by Richard O'Connor.
Anyway, you're not alone. I am also saying that to myself as I was surprised to see such an open conversation about it. I really respect anyone who can share their experience as I know I have a hard time sharing my own.