There are three aspects to depression: the biological, the sociological/cultural and the cognitive (your memories). What Psychiatrists deal with is the biological: that is a supposed chemical imbalance in the brain. The thing is that your doctor has no idea what this chemical imbalance is, or whether you have a chemical imbalance at all. Your doctor simply just puts you on one of the several antidepressants available on a trail and error basis. If the drug he/she puts you on works - great! If it doesn't it will probably make you worse if you take it for long enough.
I mentioned the sociological aspect. This is to do with what's going on around you: your neighbourhood , your job, how much money you've got, how old you are, what you look like, your qualifications, your relationships etc, etc. Your perception of the world around you and peoples perception of you will have and effect on how you feel. Most people who feel suicidal, will give you a sociological reason why they feel like that, e.g: debt problems, lack of job prospects, loneliness, divorce.
There are also the memories in your head that can make you feel depressed - child abuse, rape, bullying, an accident.
For you to get better, you really have to acknowledge the real reason behind why you're depressed. Antidepressants won't make you like or tolerate something you don't like and they won't help you overcome bad memories or give you skills or opportunities you don't have.
I hope this helps.
All the best.