There are of course other sides to this
question. When you are considering going to a
psychiatrist, you have probably had some
singular or group of singular experiences that have revealed to you that you may have a
problem.
Believe it or not, but this is most of the battle. Most of the people with issues that need addressing in their daily lives, simply suppress, ignore, or evade their responsibility to themselves in sorting these problems out, or even recognizing them. Once you have done this, the rest of the road is much much easier, and I would council, quite unlike the previous noder, that you try your best to deal with it independently before you go to a psychiatrist.
This may sound a little strange at first, but it makes sense the more you think about it. You know yourself better than anyone else. The problem, now visible, is much easier to examine, and solve, and may be manageable without outside interference. This is important, a person who has the strength and cunning to tie themselves into knots, can also untie those knots, once they shed some light onto their innerselves and see where those knots are. A psychiatrist can only guide you with this, they may have experience of people who have similar problems, but only you really understand the pain of the knot, and only you can untie it. There are of course very important occasions where you should go to a psychiatrist straight away, when you have either hurt someone else or hurt yourself, when you realize that you are getting depressed, or suspect you are addicted to anything. These are areas that if left unresolved can seriously harm you, or even kill you, and in these cases professional help is well advised. Don't hesitate, I agree completely with the previous noder about this point.
There is one other thing to remember if you are considering going to a psychiatrist. It is that your mind is a landscape and you wander through hills, and valleys, spires, and along cliffs, areas that are rich in diversity, and areas that are barren, and devoid of life or comfort, and the point to gleaned here is that you KEEP MOVING. No matter how bad, it seems now, you may get worse, or better, and the decision is very much yours. The psychiatrist can point the way back to light and safety but it is your land, populated by your dreams and heroes, and it is you who will ultimately heal yourself. In realizing this, most people should consider self-examination, and personal reflection before approaching a professional. This saves a lot of time, (and cost), and can accelerate your path to well being when you do finally decide that you wish to approach someone.