What should i do about my depression?

The past few months my depression has been kicking in more often. I become upset or sad at random times, not due to any particular things, and I start to cry at random times. I tried going to counselors in my past but they did not really help me out. I have recently hurt myself to try to stop the sadness. I have had intense stomach pains due to the stress and depression. I guess my question is should i ask my doctor about anti-depressants? Im 16 years old and a male and im wondering if anti-depressants work, and what would be the best approach to talk to my doctor about this?