Depression can often be caused by chemical imbalances, that skew your thinking. I went through a period a few years ago when I was perfectly happy in my work and life in general; then without warning, I found my job a drag, got anxious about things in life and couldn't be usually bubbly self with friends/family-- getting panic attacks too
What had changed? Well, no external circumstances. It was a lack of serotonin in the brain, so I went on a Cipralex to correct it, I was fine after a few months. It was merely the way my brain's neurology was working that was making me see everything bleakly, which made me more depressed and so the spiral continued. The meds helped me see light at the end of the tunnel, it's like a slow-motion jump-start.
Suicide never solves anything; it would far more of a burden on your loved ones' lives, if you did that; imagine how you would you feel, if a close relative or best friend killed him/herself-- would you feel relieved?
Professional help aside (should you choose to take it), there are others things to improve life for you:
1) Take at least 30 mins exercise a day, something that makes you breathe hard. This could be something as simple as a brisk walk around the block. Physically it burns up adrenanline (which cause anixety/p-attacks), and relaxes tense muscles. Mentally it releases endorphins, you body's natural anti-deps.
2) Eight to nine hours a sleep a night: If you're willingly staying up late a night, go to bed early. Perhaps going to bed at between 10 and 11 pm, and rising between 6am and 8am. Nothing makes me feel more anxious/ depressed than not getting sufficient sleep.
3) Find time to laugh; even it's fake, because your body and brain (conscious mind aside) don't know the difference. It instantly raises your mood, releases endorphins and cheers other people up too (same with smiling, to a lesser extent). Laughter is also good exercise, believe it or not. Also endeavouring to see the funny of life, helps you get through the grimmest of things... work for example! Irony is the glory of slaves, as the Czechs say.
4) Breathe abdominally. Mostly we breathe 'shallowly', taking as much air as we need in and out. Unfortunately this exacerbates stress: So find somewhere quiet to lie down or sit up, then breathe using your abs. Push them slowly, taking as much air in as you can without forcing it. Hold for a couple of seconds; then breath out slowly, let your chest sink as far as you can. Hold for a couple of seconds, then back to the beginning. Counting the seconds or thinking something/where relaxing, helps to dispel panicky thoughts.
5) Keep a daily diary. First get all the stuff that's doing your head in, onto paper. It's a good escape valve, and stops stuff whirring about in your mind. After you've got all that out the way, right down everything all the good stuff in the day, or even just the things you're grateful for: Good physical health, a compliment you received on the day, a glorious sunset, a nice turn you did for someone during the day and so on.
The above are just 'basic' things mind; no substitute for professional help. In addition I would also recommend Paul McKenna's self-help books: They are straight-foward, well-researched, practical and come with a CD; WHSmiths often have two-for-one deals for his output.
Best of luck. I'll leave the last word to Morecambe & Wise-- this always gees me up anyway http://youtu.be/FKN7aWTUrIU