I have had depression for years and I have been drinking heavily for almost the same. I need to stop now and I really want help. I don't have insurance?

AA, CMHC. Get checked physically by a family doctor, and ask for an outpatient alcohol program, and help with withdrawal, which needs to be managed medically. Also, go to a local alcoholics anonymous meeting , they have the best track record with maintaining sobriety. Alcohol at the least makes depression worse, once you are off it, go to local community mental health center to treat depression.
AA. Alcoholic anonymous is a support organization for people with alcohol of substance abuse issues. It is a group support system and quite effective. There is not a magic pill to help with alcoholism and heavy drinking can cause depression. Antidepressants can be helpful but first you must stop all alcohol.