No offense, but calling it selfish, uncool and a sin shows how out of touch you are with the reasons and underlying problems with those that make that choice. More often than not there's a clinical level of severe depression that exists to consume the person with a level of despair that seems inescapable. Try to imagine the saddest point in your life. Now remember how you felt better over time. Problem is, those with severe depression feel this nearly all the time, or at least several times a week/month and it can last for what feels like an eternity. Getting help is an absolute joke. Most doctors treat you like the general public with the "just feel better" or "you'll be ok" attitude. General doctors do not care. At all! Some will even accuse of nefarious motives, like "you just want pills". There's a stigma to all of this that prevents most of those in need from getting the proper help and until that stigma is erased it will continue.
Basic/minimum medication with insurance can cost over $100 a month, plus the Psychiatric visits that cost $40 or more per visit, with insurance, and you'll need at least 1 visit per week for them to better understand the condition. If you don't have insurance forget it. If you cant take off that much time forget it. If there is a break in your treatment by switching doctors or insurance, forget it. Something as simple as Cymbalta medication used to treat minor depression costs $250 a month without insurance.
Getting help for clinical depression is one of the most difficult things in life to accomplish, "so I've heard".