Well, I'm gonna take a different route in giving advice.
1. You gotta get the self-destructive behaviours under control. If that means not getting into situations (duch as drinking or other drug use, or avoiding certain friends) where you find yourself doing out-of-control things, then that's what you need to focus on.
2. Every time life throws us a curveball, it's an opportunity to do something positive as well as to do something negative. I've had a couple of life-changing ****ty things happen to me in the romantic arena, and the key for me has been to use these events to regroup, and to think about what I really want out of life and out of relationships. Everything, no matter how ****ty, is a learning experieince that can leave you better off in the long run, if you're willing to learn from it.
3. Along with #2 above, use this time to get to know yourself better. Every human being thinks they know themselves pretty well, but most of us actually fall short in this area (This is why religion is so popular!) Knowing yourself is the key to wisdom, AKA learning from what life throws your way, and if you act based on wisdom/self knowledge, you will set yourself up for better outcomes in life, IMO. I gained wisdom & insight by throwing myself into projects, such as becoming a better student or becoming a better friend to those around me. YMMV.
4. I personally don't like SSRI drugs, such as Prozac, Paxil and Effexor, but have found that a drug called Wellbutrin (AKA Buproprion), combined with therapy with someone who is trained in CBT, cognitive behavioral therapy, can be very helpful. I know lots of people don't like the idea of getting "professional help" but it does, for most people, produce some good benefits.
5. Most importantly, understand that depression is anger that is turned against the self. Angry people are NOT happy. Becoming less angry, no matter how you achieve the lessening of anger, will allow you to become happier. This is just a fact of life. Getting rid of anger and hate can be really tricky, and requires (like numbers 2 & 3 above) gaining insight about who you are and why you react the way you do to life's situations. Think about the old TV show Kung Fu: was that guy angry? Yes, at first, but as he learned to understand and control his anger, he became a much better martial artist and a more well rounded person. That Kung Fu show was very deep!
Just my two cents, Tom.