Glad to see you're thinking of making some changes OP but I have to say, you don't sound all that convinced.
I had a horrid coke habit. Pre-children, thank God, no way I would have been able to deal with the urchins on a comedown. I've also had an alcohol problem and a long-term cannabis addiction. You name it, I can get addicted to it.
I don't think it's a coincidence that my MH problems are far more pronounced now than they were 10 years ago. The drugs don't work, they just make you worse.
When I look back on the time I was taking coke very regularly (a period of just under a year, as I recall), I don't recognise the person I was. I got myself into some very unpleasant situations while under the influence. I got into debt. I lost some nice friends. I felt physically awful, most of the time.
You say it's 'been gathering momentum in the past couple of months' and how can it not? Not many people are able to keep it to a very occasional 'treat' as it's so ridiculously addictive. I think you are kidding yourself in saying it's a 'bit of a dependency'. You're doing it at home mostly. A gram or two a week? Farking hell.
You are 'scared of depression and the possibility that coke raises the risk of it.' I'd say it's more than a possibility, I'm afraid. I had a course of CBT last year which was excellent. I told my therapist I have a 'void' which I feel like I need to fill with things, usually bad things. She asked about past drug use and I told her about all of it. She said that anxiety and depression is more common in people who have enjoyed lots of recreational drug use in their younger lives. They've experienced highs which are almost impossible to match with the sorts of 'highs' available from day to day living. She is right. I now have to focus hard on enjoying the rather more gentle (yet more profound) highs afforded by being in a really good relationship, having two fantastic children, being outside, exercising. Simple everyday pleasures.
Good idea to focus on other things to fill your time. You could do really exciting things like parachute jumping if you need big adrenaline highs. Or just take more time and care to find the joy in every day things. Gardening, meditation, whatever....
You clearly don't wan to try therapy. Have you considered CBT? It's a lot more practical than most talking therapies. Happy to tell you more about my experiences with it if you're interested.
If you're serious about stopping, you will need to give some serious thought to your friendship group. When I stopped taking coke, I had to cut all ties with a particular group of people. When I stopped cannabis, it was harder because some of those people were lifelong friends. I couldn't cut ties with them altogether so I just had to be really honest with them and tell them that I wasn't going to be able to socialise with them when cannabis was going to be smoked. ie we could still meet up in the daytime with the kids but not in evenings. Because they're good friends and they love me, they respected it totally and gave me their full support. You'll need the same kind of arrangement with your drug-taking friends. Does your OH use as well?