Hi Friendlygal
First of all how old are you and whereabouts in menopause are you? I ask because falling hormones can cause a lot of the symptoms you describe. If you put your symptoms in the search bar you'll see how common they are for lots of us at this time of life.
Secondly hrt is not medication (anti depressants are, and I take your point about the side effects) but simply replaces the hormones your body is no longer making. For what it's worth I tried elleste and found it the worst one (incidentally it's also the cheapest), it made me depressed and I couldn't tolerate it. However, the good news is there are lots of other options when it comes to hrt. The patches and gels are the way to go and are much more effective.
I'm on evorel 50 and I felt better within 24 hours of sticking the first patch on (this is due to oestrogen which is the feel good hormone) + they've never let me down.
Why don't you go back to your doctors and ask to try something else - you're allowed to advocate for yourself. Don't give up, many of us have been where you are now, and it does get better with the right help x