I can relate to what you're going through, as I've suffered form clinical depression in the past myself, and when you're in a very deep, depressive state it feels like there is no light at the end of the tunnel, and your thought train is always on negative tracks.
Be patient, and keep searching for what shall work for you. I've never had ECT so I can't comment from personal experience, but my dad also suffered from clinical depression (it can be a hereditary illness) and he underwent ECT treatment and it definitely helped.
ECT is a last resort treatment when all else has failed, so if you feel that anti-depressant medications and psychotherapy have been ineffective, and you are at the end of your tether, then good luck with the ECT if you feel that it is the only thing that may help to alleviate your illness.
But please make sure you have exhausted all other treatment options before resorting to ECT, as there are many potential side effects to this particular treatment, some of them very serious:
http://psychcentral.com/lib/2011/ris...-of-ect/all/1/