Take whatever time is necessary to dress up -- as if you were going to a job interview. It's unfortunate, but doctors, like other people, often decide how seriously to take someone based on how they dress and how they conduct themselves. If you don't want to be labeled as having depression, dressing well and being well groomed is a must! If you're not well groomed, the doctor may assume that you're not taking care of your appearance because you are depressed.
If are meeting a doctor for the first time, ALWAYS insist on meeting the doctor while you are fully clothed -- and take all of your relevant medical records with you. NEVER let them put you in an exam room and tell you to put on the gown. Make it a point to shake his/her hand -- and properly introduce yourself. It's best to conduct yourself as though you were at a business meeting.