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My advice

I don't know any good psychiatrist here in Malaysia so I can't answer your question, however there are a few things you should know about depression and seeking medical attention for it.

First of all there is a difference between normal depression and clinical depression. Normal depression would be you're just having some problem which have gone out of your control and that causes you emotional problem and you may want to do irrational stuff. This can be treated simply by talking to friend or anyone. Depends who works best for you. The goal is to set your mind straight again, sort out your problem and prevent you from doing anything irrational in the time being. Maybe a counsellor, psychiatrist or psychologist may be the better person to talk to since they are trained in methods to help you get back on track faster and safer. It also depends what you're comfortable with.

You may also have clinical depression which symptom are just like any other depression. The difference is there is some chemical changes in your brain that causes you to be depressed even if you have no reason to be. You can really tell for yourself cause no one is this world is really problem free. This is where it's actually good to see a psychologist or psychiatrist to see if you have clinical depression or not. Because without drugs you can't overcome clinical depression

Depression drugs work in a way to prevent your mood fluctuations from becoming too great at any point. For example you could suddenly become uber depressed and take your life all the sudden. These drug up to a certain degree to control your mood. So it may be a wise idea to take it until you sort out your depression problem. But for the same reasons you may want to opt not to take the drugs for reasons such as you don't want to feel happy over nothing and also you may be scared of developing a dependency on those drugs.

Also throughout all this be sure to have a responsible person who you can share your problems with and who can look out for your safety. It can be anyone from your parents, friends, doctors, whoever you trust and is willing to spend time keeping and eye on you and a ear out for your problems. This is very important because you may at any time lose your strength to keep going and fall into greater depression or even worse do something reckless.

Also you may want to consult a counsellor or psychologist first. The reason is psychiatrist being doctors are generally more assertive. They are more concern on nailing the problem fast and administering treatment and are also more prone to strongly recommending drugs as they are docs. Psychologist will always try talking it out first.