Yes. In fact, they rally are only supposed to be taken for several months until the Depression lifts. The recommended sequence of treatment for Depression is actually:
1) CBT using a self-help approach
2) CBT with a therapist
3) CBT with a therapist and anti-depressant medication.
So you try each step and if it doesn't work you move on to the next. There are exceptions, so if you have a history of Depression, if you have already tried CBT with a therapist or if you are feeling suicidal then it is recommended that you start the antidepressant medication at the first step in conjunction with CBT.
Antidepressants do lift mood however once you stop taking them they don't have any effect....so the relapse rate can be high. CBT has a much better relapse rate and so I guess you could say that the effect of the therapy is more 'real'.
Don't for a moment think that you are a failure for requiring medication. Depression is a horribly debilitating illness and you should use every means at your disposal to get it under control. Given that you feel you have been Depressed for quite some time then you should be seeking antidepressant medication at this point. However, it is really, really important that you undergo CBT as well. The combination of the two is quite powerful and the gains you make through therapy should mean that you will be able to stop the medication after a period and get on with your life feeling much better. CBT doesn't actually work so well if a person is seriously Depressed so the medication at this time should be used to ensure that you can get the full benefit from the CBT.
Let me know if you have further questions.