How can I address depression without spending a lot of money?

Insurance. Ask your insurance carrier about who is on their panel nearby where you live. If you have no insurance, see if you qualify for either Medicare or Medicaid. Both of those organizations have mental health services and practitioners as part of their services.
CBT therapy. Find a therapist who does cognitive behavioral therapy. It often works for people with depression and can usually be completed in weeks to months. Also check out your community mental health services or catholic social services for lower cost mental health care. Group therapy is also less expensive than individual.