What mipiace said.
You need both a psychiatrist and a psychologist; IMHO the psychologist is more important. The psychiatrist deals with physiological issues and longer-term monitoring of your medications and moods. Generally, you talk the the psychiatrist for shorter periods of time, generally when renewing meds, discussing side-effects and discussing ramping up and ramping down as you (inevitably) try to find another med that actually works.
The psychologist talks with you a lot over an extended period of time, generally trying to help with those components of your problem(s) that you might be able to change. If you’ve got some organic predisposition for depression, anxiety, whatever, you might always need some pharmacological help, but the psychologist can help with whatever behaviors you’ve developed as a result of that organic predisposition.
Example: You’ve been depressed for a long time. As a result, you withdraw from your friends because they’re idiots and keep on saying, “Snap out of it.” An antidepressant may help prevent more depressive episodes or reduce their severity, but meanwhile, you’ve rationalized in your mind why friends are pretty useless. So the psychologist works with you on helping see where and why you’ve given up on social activities and helps you reintegrate yourself with some sort of group of friends. (Not the best example; I’m in a hurry).
People without this ‘organic predisposition’ may get to the point where they can eventually taper off medications. IMO they probably shouldn’t have been on meds in the first place, but earlier reliance on medications is the pattern the medical community has glommed onto for cost containment reasons. I was in ‘talk therapy’ for about five years, mostly on my own dime, switching to better and better therapists, before my (really good) therapist finally said that we’d hit a wall and I should consider medications. Once I started medication, things accelerated dramatically.
My method for finding a good psychologist: find the people you know who are so well-adjusted that you couldn’t possibly imagine that they need a shrink, and ask them if they know anyone who could recommend a good shrink. Eventually one of them will say, “Sure, it’s me and I was a total mess before (s)he helped me out.” Chances are, their shrink is pretty good. (Naturally you pay more attention to those people whose problems were similar to yours). In my case, the first person I asked, who was the most well-adjusted person I knew, had gone through lots of issues similar to mine and put me in contact with the best psychologist I ever had (now retired, unfortunately).
Some medications won’t work at all; some will have prohibitive side-effects, and some will work to some degree. I’m always envious of people who say they’re taking thus and such and it completely works without side effects; what I’ve accepted is medications that mostly work and that don’t add too many problems to my life.
Side issue: I’m in So Cal, where seeing a psychologist is ‘decriminalized,’ but I still encounter lots of people with outdated opinions about psychoactive medications. As a result, I’m generally fairly public about seeing a psychologist, but not too vocal about seeing a psychiatrist. YMMV.
Good luck, don’t expect miracles from medication, and be patient. Very, very patient.