I was resistant to going to a GP and getting diagnosed, I think I didn't want to make it official and thought I could just ignore it. I only went when my wife forced me and yes in some ways it was crushing to have my concerns confirmed but in a greater way it was liberating to know that there was actually something wrong and that I could start to do something about it. Mental health is a tricky one due to the stigma, you would go see a doctor if you broke your leg and that's the way people need to start seeing depression/anxiety etc. It's not something to be feared or an admission of weakness, it is a sickness and can hit anybody no matter who they are or how successful or strong they are.
I sometimes think that it is a bit like an addiction, the first step is admitting it to yourself, realising you can do something about it and asking for help. Yes there might be some stigma to it but you don't have to make it public if you don't want to and what is worse; a bit of stigma or letting something take over and ruin your life?
If you don't want to see a GP and to try counselling or more medication, you could try taking some Saint John's Wort tablets thta are available in any pharmacy or Boots. I know people they work for.