((((((((jeff)))))) i have been where you are many times and I don't mean the sports.....
Yes being active can help depression but maybe the sport thing is not what you need, how bout a long walk instead......... just a thought
Why compete with someone when you don't have to Jeff, sounds like you are already competing with yourself and that might be more than enough at this time for you.......
As for looking for a therapist yes they can be very expensive, try looking for something where it might go by sliding scale according to your income.
Not sure if anything I said makes sense just know that you are not alone here...... anytime you need to talk just let me know I have a good shoulder to lean on.......... My thoughts are with you Jeff and hope things look brighter for you very very soon.............. Linda