Umzza,
As some here have been saying, we can go to God straight. Sometimes we do need and appreciate other people sharing, listening and helping bear our burdens, but ultimately, we go to God. As i was there too, i mean being in the pit for several yrs, in fact when i first came to cc, i can say God delivered me from the miry clay in His own good time and way. I only knew that even if i was depressed, i went back to His words and His songs. Study all Scriptures on healing--which are all for the glory of God. Cling on to this verse too:
John 15:7 (KJV)
7 If ye abide in me, and my words abide in you, ye shall ask what ye will, and it shall be done unto you.
Yes, how do you abide in Him and His word? if you hold on to God's word, read and meditate on 3-4 chapters a day, or a verse if that is too much. Be faithful, even in the midst of your troubles. He will guide and comfort, and yes, heal. Some have said they've been sick and not got well. Some have bouts of depressions return. I cannot explain it all, but in my experience, He did deliver me-- and i knew i was not alone all the time i was in the dumps. Keep on praying in the Spirit, praise Him, for the Lord inhabits the praises of His people!