There's no question that you ultimately have to "be your own quarterback" ( I must say that ofent I find metaphors used here noticably more appropriate for men than for women--such as "band of brothers" and here's another--just had to point it out this time!)

I think it's also important, though, in that process, to try to find docs that are also interested in putting together all the important pieces, not just the one they are immediately treating. The nasty thing about depression, of course, is that it makes you less inclined to try to be proactive about getting what you need, because everything feels hopeless. So it's important there's a doctor checking for that.