I see the same doc too. 
Also, my family doctor is good about stuff, and I *really* lucked into an excellent counsellor fit at my school (college). I had done CBT in the past with mixed/no results (probably because it was aimed at the depression which was being caused by the undiagnosed and untreated ADHD…but I digress…). Anyway, what I have been working on with my school counsellor this year is mindfulness practice, which is an ancient Buddhist concept that is beginning to enter mainstream psych practice as a therapy for depression/anxiety/ADHD (not sure about how widespread the ADHD use is yet).
Here’s a brief wiki entry on one variant of mindfulness therapy: http://en.wikipedia.org/wiki/Mindfulness-based_cognitive_therapy
Something to consider, maybe, if you’re looking into counselling. Good luck!
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