Well.. I went over a decade with no HRT.. though I 'cheated' a little by producing some in the first place. The only side effects I noticed was more cramps, bigger boobs, and not feeling so... 'thin' I call it, my collagen I can feel being rebuilt between the skin layers. Its hard to describe exactly what I mean.
I agree, do it with a doc.. Basically I just found a FNP that'd deal with post menopausal gals & told him I needed HRT, and what I needed. He said ok, and wrote the scripts.
HRT isn't some mystical force, but it does have some gradual effects. Most notably is that without hrt your bones can start crumbling... that's bad. So if you don't produce enough (IE if you're post op), I do recommend sticking with it unless you have specific reasons not to. Basically I didn't have the cash or insurance for many years, that's my excuse.
In your case, not wanting to kill yourself is a great reason to stay on HRT

Also probably a good reason to have a quality therapist to talk things over with.