I have been in therapy a couple times. First time I was 19 (I'm 32 today). I was also severely depressed and suicidal. I went to the counseling center at my university near the end of the school year. I was in individual therapy that summer, and then group therapy for the semester after that. I had cognitive behavioral therapy. As a result my depression & anxiety got better, and I stopped wanting to die. It continued to help me even after I left therapy because I used the things it taught me (and the readings my therapist gave me) to improve further. It did not cure me though, I have moderate SAD instead of severe SAD, and there have been times where I've relapsed. It helped me recover from relapses, however, by using the skills it taught me. This did not cost me any money, it was free for students at the school. I probably would have killed myself by now if I had not gone to therapy, so it saved my life. A few months of cognitive behavioral therapy is definitely worth it.
The second time I was in therapy was from 2007-09. I had health insurance, so they paid for most of the cost and I only paid $10 per session. I don't remember what she called the type of therapy she used, but it was based on a lot of talking about my past, how I developed these problems, what my childhood was like, etc. This is different from Cognitive Behavioral Therapy, which usually only lasts a few months, is more goal focused, and places more emphasis on the here and now than on how you developed problems. I don't think it was as effective as Cognitive Behavioral Therapy, but I did get a much better understanding of myself. It helped, but didn't cure me. It was definitely more effective than not being in therapy.
If you have health insurance they will probably pay for part or all of therapy for at least a few months, maybe longer. If your income is really low you may qualify for medicaid, and they may be able to pay part or all of the cost of therapy. You might also qualify for Obamacare's subsidies and be able to afford health insurance (which may pay for therapy) through that route. You can probably find a way to pay less than full cost for therapy.