I know this feeling well, most of my family has been in that same position. Depression in this case seems to just be a symptom of a greater subject. Once you find work, I'm thinking your depression will alleviate itself and you'll be able to find gratification in life and your family again (unless you're going through some denial as to what you became a felon doing, but thats something a therapist should work with you about).

Suggestions, or at least what has helped my family members, stem from either reaching out to friends and family. You'd be surprised at how loved ones can band together. Also, my guilty addiction really, is craigslist. You can find TONS of work there, and not all of it has rigorous screening as to criminal backgrounds.

I suppose it depends on what your profession is as well...