Does depression and anxiety medication really work?

So i am thinking about going to my doctor and finally getting help that i need to treat my anxiety and depression. Its getting to the point where i feel like my life isnt going anywhere, nobody likes me, i am not worthy and i suck at everything as far as job wise, i am slow minded, like i feel stupid or something. But i just want to know if they do work instantly ? And maybe what other methods and stuff i can do out there for my depression and anxiety . I do not really want a therapist or counselor because i feel like nobody gets yourself but yourself and u only know what to do . Even if people try to help you , u can only help urself . Yes i do vent to people about this my mom and aunts.. but i feel like venting is pointless because what can they do ? U know?. So hopefully the doctor can help me with something.