I think your husband is skeptical about therapy because he has fallen prey to the old stereotypes of the psychiatrist's couch and Freudian imagery. The psychoanalytic approach of Freud isn't the only from of therapy available, however. In fact, of all the forms of therapy available, Cognitive Therapy is considered the best form of therapy for depression. Some sources (Arch Gen Psychiatry. Vol. 55, No. 9, September 1998) report it to be just as effective as antidepressants for mild to moderate depression. Other sources (Arch Gen Psychiatry. Vol. 54, No. 11, December 1997) report it to also be a useful augmentation to medication for severe depression. Once your depression is under control it can even help in preventing recurrent episodes (Arch Gen Psychiatry. Vol. 55, No. 9, September 1998) of depression.
To be so effective, Cognitive Therapy is actually very simple. The principle behind it is that if we think something often enough we begin to belief in its truth. Depressed people are haunted by constant negative thoughts, called Cognitive Distortions, which are usually a gross distortion of reality. For example, a person may say, "I'm a failure at everything". If they examined the situation from a logical standpoint they would immediately see this is far from the truth. They may have not succeeded at few things, but they have many, many more successes than failures. Think of basketball great Michael Jordan. When he attempted a career in professional baseball he didn't even manage to get out of the Minor Leagues. Do he consider himself a total failure and give up sports? Of course not! His self-esteem remained intact because he was able to concentrate on what he was a success at--basketball--rather than his failure in baseball. For depressives, however, their past successes quickly fade from view and they concentrate only on the negative. What Cognitive Therapy teaches us is to avoid making this kind of logical error. It teaches us to reframe our thoughts about ourselves in a way that's more consistent with reality. When we begin to make more positive and truthful statements about ourselves on a regular basis we also feel better.
Although Cognitive Therapy is very simple, a therapist can help you by giving you guidance and feedback. Sometimes we need an outside "expert" to help us break out of our negative thoughts, someone who can see things more objectively. As previously mentioned, if we tell ourselves negative things often enough we begin to believe they are true. It can be difficult for us at first to break this cycle. We've worked very hard at perpetuating our negative self-beliefs. There will be a tendency to say, "Well, this might be true for someone else, but I really am defective. This doesn't apply to me". If you can get past this stumbling block without a therapist then you may be a good candidate to use self-help methods.
If you would like to try the self-help route, I can recommend a very informative book that will be helpful to you. It's called Feeling Good: the New Mood Therapy by David D. Burns, MD. (It's actually not as new as the title might imply. Cognitive Therapy was developed back in the '60s by Aaron T. Beck and has been effectively used to treat many patients since that time.) Other self-help resources you may investigate include multi-media approaches to therapy and computer-based therapy programs.

