If your Dx is depression then most any psych treatment provider will probably do a good job. Depression is the "common cold" of psychiatry.
I have a few hints I would suggest to you. Ask about the practioner's work history. Avoid those who have gone directly from school to private practice. I would look for at least a couple of years working in a good sized psych institution. Schools
generally do not screen their graduates for mental health. The clinical staff of a competent psych institution will screen each other.
Your treatment should follow approximately this pattern : An interview to determin your diagnosis and level of safety. A prescription for one or more antidepressents, possibly an anti anxiety agent or an antipsychotic. Your doc will need to rule out bipolar disorder, so he/she may order mood stablizer meds. You also should have weekly or bi weekly meetings with a talk therapist of some type. In my area this is usually not your psychiatrist but someone he works with. You will meet with your psychiatrist every month or two, and your therapist anywhere from twice a week to once every two weeks.
If you need more than that, or if you are a danger to yourself, you should at least consider inpatient treatment.