Essbee, sorry to hear you are down. There is nothing worse than that hopeless feeling. I treated really bad depression I had about 8 years ago with exercise. I also didn't want to take anti-depressants (partly through pride, but mainly through fear of losing control forever and being reliant on them for ever more). I had to build up the exercise as I was doing nothing at that stage, but it really worked as time went on. Basically, getting your heart rate up released endorphins, and other chemicals that help balance your mind. I also ate a more balanced diet once I got it more under control and was able to think more straight. And I was also able to see what made me feel happy and positive and really drove myself to do those things.
As a side effect, the benefits it did my confidence because of the weight I lost and the more toned figure was excellent.
I didn't get to this overnight, but the sense of achievement as I saw myself getting better really kept me going. Don't get me wrong, I still fall back to depression, but I've learnt my own coping mechanism now, and I hope that I will never allow it to get that bad again.