I used to think that I should be stong enough to "beat" depression without taking any medication. I mean that's the mentality I grew up with. Don't let anyone know your problems, take care of things yourself, and if you need something done, you better do it yourself. But, after battling with it for over 16 years, I'm now 33, I've finally realized that I am still battling it and taking small steps along the way to get better. And if taking two small pills every morning helps me to better manage it and helps me gain a better perspective on things, and helps me better cope with life, and eliminates the mental cobwebs so I can think straight again, and effectively take the additional steps that are needed to get my life back, then by all means I'll take the medication. Especially, when I keep in mind the days where I just refused to get out of bed or it was too difficult to make a cup of tea.
Depending on how much sleep you need, you may need more. More folks need eight hours a night. Do you go to bed at the same time every night and get up at the same time every morning? If not, you may want to get into a routine, where you unwind an hour or so before going to bed and set the alarm for the same time every morning - including weekends. 'Cause I find Monday mornings especially difficult if I allow myself to "sleep in" over the weekend. I also use a light box for 30 minutes every morning, which helps my internal clock stay "on time;" it also does wonders for SAD.
If the side effects of Zoloft have you worried, you can always ask your doctor to prescribe a different one with less side effects or a drug that he/she can explain to you what the specific risks are for each side effect. I started with Wellbutrin, which gave me a ton of energy, but didn't affect my mood. Now, I'm on Celexa, which doesn't have the energy boost, but my mind is clear and I haven't felt this confident in years. Also, if you don't already, you may want to get into a exercise routine. I find when I exercise I have a lot more energy, and I sleep a lot better at night! Hope some of this helps!
Best of luck!