I'm scared to go to a doctor or take anti-depressants

A friend of mine taking psychology advised I go to my doctor to check if I have major depressive disorder. I'm afraid of the consequences of doing so. If I do become diagnosed with major depressive disorder, won't that go on my records? I will never be able to become a counselor along with a list of other things I may be prohibited from. I'm also afraid of taking any anti-depressants. This year, my doctor gave me some for a "dislocated hip." I had a severe reaction and passed out moments after taking them. Everyone I know who has taken anti-depressants says it's a bad idea all around and you're better getting treatment without them. I'm concerned they might take me to a clinic and force me to take medication because I am unable to make decisions on my own. I'm not really suicidal, but I am not really taking care of myself either. Someone also told me they still use electroshock therapy. I'm not keen on that. I'm wondering if I am better off just getting self-help and working things out on my own. It's just that I've been an emotional mess since I was in elementary school. I've graduated now and tried to stay positive and be happy, but I cannot deny I still am not good.