Lots of good stuff in this thread. Thanks for sharing guys!
And with that I'll share my experiences (short version

) with depression.
I am in a depression right now actually, but I've made vast improvements from where I was some months ago so things are looking good, thankfully!
Leading up to the depression were several things. At work I've been working night-shifts for six years without vacation and about two years ago I started to get trouble with sleeping which gradually got worse as time went by. Also during the last year before "the big crash" I also started to become more and more isolated. Turned down parties, gigs etc. left and right always finding an excuse (work,haven't slept, making stuff up etc.)
My body gave many, many warnings but I refused to listen and soldiered on. I had this obsession with "being strong" and felt extremly duty-bound to fulfill every expectation to perfection in every sphere of influence in my life.
I was also my own hardest critic, and would constantly beat myself up mentally if I did not deliver. I was in denial.
Suddenly one night it was impossible to sleep, my heartrate was 140 (lying in bed) and I was scared. Went to the doctor and got alimemazine (of all things) to sleep on, which didn't work and then after about 48 hours with no sleep I had my first panic attack, which was a total shock and the worst thing I've ever felt. Back to the doc, got zopiclone which made me go to sleep only to wake up an hour later to more panic attacks and severe anxiety running through my body.
After four days of what felt like one long panic attack thoughts/ideas of suicide started to run around in my head.
Then I broke down and cried like a baby feeling totally hopeless. That was the big crash which happened July 22nd last year. (See my location to understand that date's significance)
That's when I realized I was sick and needed serious help.
Got medication for anxiety that actually worked+ sleeping pills and was put on anti-depressants. After a couple of weeks the anxiety eased off only to be replaced by a crushing depression. So basically I felt afraid of everything, completely worthless and a loneliness that tortured me through my core.
Sounds unpleasant?

Well, what really changed things, and where real healing could begin, was when I began therapy with my psychiatrist.
And it is essential when you have these thoughts to have a capable human being to whom you can share them with. Family, friends and workmates usually doesen't cut it. You most likely need an expert. Because then you have the time and focus to really map out the problem and come up with a strategy that works. And I had problems; with myself, family, sexual stuff, economy,society, the world...you name it. Basically what happens is that the physical problems (and depression is psysical!) comes from feelings, and feelings comes from thoughts and these thoughts also comes from somewhere which you then begin to identify. Why do you think the way you do? So you then together start to look at your history, and chances are that you've learned your thoughts and thoughtprocesses, right? Well, that means that they can be unlearned. And though your feelings and thoughts are real, that doesn't mean they are true, and if you're depressed they are most likely untrue. So then you start to look at yourself more objectively or realisticly. And then you begin learning to accept yourself, and so follows selfrespect...love...etc.
That is what happened to me. I went from loathing myself, to accept, to respect and lately I've been looking in the mirror thinking that I'm one handsome man!

...that I'm worth something and that my life matter, in fact I view it now as sacred and worth protecting.

The shift feels like when you remember something you thought you've long forgotten and then the anxiety and depression simply washes away.
You can change your thoughts completely!

You just might need a little help

The drugs help too, and in the beginning they can save lives, but the deeper change that actually deals directly with the problem comes from therapy. The last time I cried was of relief and because I was moved by something beautiful.
What I a few months earlier thought was impossible became reality. Remember; you're worth something and worthy of love!
Well, that's what I wanted to say for now.