Hi,
you might want to have a look at the NICE guidelines for treatment of depression:
www.nice.org.uk
do a search for depression...
they are quite long, but there should be a shortened version of guidelines to read.
from what i remember, they say in the first instance you should see your gp... then your gp should know what to ask you regarding your symptoms/how long you've had them etc...
but it does say that talking based treatments in conjunction with medication is a good plan to follow.
so ask your gp about cbt too
good luck
xx