I've been on bioidentical HRT for about 2-1/2 years, and I'm 41. I started experiencing the depression, no sex drive and awful memory & concentration problems you have. A nutritionist recommended that I have my hormone levels checked. I had a surgery in 2002 that induced early menopause - my one remaining little ol' ovary stopped working and my levels were rock bottom. I didn't know it, but many doctors recommend patients getting their hormone levels checked in their 30s, while they are at optimum levels, so there is comparative data later on.
I started at the lowest dosage of estrogen/progest/testost all compounded in a little pill. It's all plant-based. It took a couple months to get the dosage right, but it made a HUGE difference in the way I feel. While synthetic HRT is more of a one-size-fits-all approach, bioidentical is adjusted to meet your body's needs. About a year ago, I ran out of my r/x and was curious to see if I would notice being off of it - oh yeah! The extreme tiredness, no motivation to do anything, etc. all came back.
I take a lot of natural supplements and vitamins, but if I could only take one, the HRT would be IT. Although I believe it is much safer long-term than the synthetic drugs, such as Premarin (I have ethical issues with that one as well), I think no matter what you need to work closely with your doctor, monitoring your levels, and finding out what's best for you. I think at some point I'll have to go off, deal with the symptoms, and work through it, but I'm not quite there yet!