+1 on the "patients as guinea pigs" sentiment in re: medication, and yeah, some of the side effects can range from really annoying (most SSRIs and Wellbutrin result in increased sweating in a majority of people, for example,) to really bad (sexual side effects,) to downight scary (some people do react negatively to some medication and actually get dramatically more depressed, though this has been questioned, and is generally seen more in younger people.) Not to mention that there are some nasty psychic effects that come with trying one thing after another, only to see them not work--it can be self-feeding.
That said, psychology isn't for everyone either, and it certainly has a lot of guinea pig moments to it. Of course, the difference is that you aren't putting medications in your body, it's just taking time/possibly money.
The whole field is really hit and miss.
That said, most schools' student health services have at least some psychology services available. Additionally, life generally does get a little better after 1L, though I wouldn't bank on that, particularly if you have any kind of depression in your background.
-Insert "I'm not a doctor, and if I had the credentials to be a doctor, I sure wouldn't be on this board" disclaimer here.
Edit: What is the name of the doctor who was giving the talk re: depression as cancer, parts of the brain atrophying, etc? I'd be interested to read some material on the concept.