There is much research that shows how good drugs can be, and much research that shows how bad drugs can be. It can be hard to make decissions when you are depressed, as well to much conflicting information coming in. The decisions you make now may differ to when you are feeling better, therefore finding someone to help who understands this, would be of benefit.
Dr Sue Jamieson in central may be a good choice as she can offer both medical and complementary therapy referals.
I have seen very good results with people starting with anti depressants followed by Kinesiology treatments, with most people coming of anti depressants after 4-6 months.
Zoloft can help in the short term, but depression is not due to the body being deficent in Zoloft, but more to an individuals ability to cope with the many stresses of life, each person has their individual threshold.
Seeking help for the symptoms is a good start. Drugs or Herbal Medicine can both be useful.
Then see if you want to try something else when your thinking is clearer.