rockie I can relate to a lot of what you say. Our situations aren't the same but a lot of it is similar. I'm 25 now, but I was 21 when I started reaching out for help (I didn't seek enough of it though, hence me still struggling, I've only recently started therapy and am determined now that it's "once and for all")... there's no shame in mental illness, it's not a choice, it's not a personality flaw... same as someone having cancer, it's an illness. And when you're ill you get treatment. If things are hard, if you feel depressed, it's ok to get help for that, to feel better. You owe it to yourself, you deserve to be happy.
You don't have to involve anyone if you don't want to. It might help to have someone to talk to, seems like you trust your best friend to share things with so that's good.

How's your self esteem/confidence? I've felt that's the biggest thing holding me back from ever feeling properly happy. You can change the situation (I've 'ran away' from my problems a few times but they always go with you)...but unless you change the way you feel about yourself it's hard to ever feel good. That's my opinion on it anyway.