While I agree that seeing a doctor is important, I also feel that the importance of all the things mentioned here already is not stressed enough by the medical community (well, the western medical community). Drinking enough water, eating well, cutting out processed foods and sugar, cutting out (or down) caffeine, not smoking, and exercising regularly...doing these things consistently can make a huge difference. Again, I believe these things are not stressed enough. I have also come to wholeheartedly embrace an eastern/western approach to health. Acupuncture, massage, and meditation are also things that can address your problems with fatigue.
You might also want to look at what you do before going to sleep. Sometimes too much stimulation (computer, tv, etc) right before bed or eating late can cause your sleep to not be as restorative, resulting in fatigue. Also, not sure of your gender or age, but for me, fatigue has also been hormone related.
Your doctor's suggestions should be followed, of course, but I also look very closely at drugs prescribed (like Ambien). Personally, I do not take anything without extended consultation first and then only if absolutely medically necessary. I have jumped from the frying pan into the fire more than once.
I agree with others though, give it some more time as well. Best to you. Hope you feel better soon. xo