One of the problems I keep seeing in this thread is "go do this" and "go do that".
The biggest problem with "go do this" and "go do that", is your ability to do these things is taken away from because of your depression. I have days right now where I can barely find the strength to get out of bed, so can you imagine the frustration when someone says "join a fitness club" ??
My anxiety is so bad sometimes I feel like I'm paralyzed.
I think every situation is different. I think if your depression is caused by some kind of chemical imbalance in your brain, maybe medical treatment is the way to go.
For me, it's not a chemical imbalance to my knowledge, because I haven't always been this way. I can take all the drugs in the world, but I don't believe it's going to take away the fact that I have learning disabilities, and that effects my ability to have a good career, which effects everything else.
All I can say to the OP if your still reading, is good luck and hope you feel better.
I feel your pain brother, trust me.