Thank you for looking for support in knowing how to support your son. You should check out PFLAG (parents, familieis, and friends of lesbians and gays:
http://community.pflag.org/Page.aspx?pid=194&srcid=-2). It is a good resource.
I congratulate you on being a wonderful parent who your son felt comfortable coming out to. As nemo said, coming out is an excruciatingly tumulus process and a very hard decision to make. I didn't come out to my parents for six years after I came out to myself. It was a very nerve racking thing to do, even though I knew my parents should be supportive.
Your son is the exact same person he was before he shared this with you. He has not changed. He is still a wonderful son and brother. Given that your daughter and husband are having a hard time accepting this, make sure that he knows that you accept him and love him like you did before he shared. That you are supportive of him.
Given that he reports that he has been depressed for a time, you should look into getting him therapy for that. Depression as you might know can be debilitating. He will more easily be able to deal with the stresses of being a sexual minority if he is getting help for his depression. It will also give him a place to talk about the challenges he is going to face being gay. Make sure that the therapist you choose is GLBT friendly. I would be nice to think that all Ts are GLBT friendly, but some are not and some know more about the coming out process, the glbt community and the stress of being GLBT.
Tell your son (assuming it is) that it is okay for him to come and talk to you about anything. That you want to know whatever he wants to share and you are supportive of him exploring this part of himself.
Also know that depending on his own faith, it might be that he is feeling bad about being gay. He might have taken some of the homophobic church teachings to heart (not saying everyone in the church is homophobic, but that is the public presentation of the church) and that this is something he is having a hard time accepting.
Most of all, let him know that
you love him and will always be there for him no matter what.
We have a glbt forum here on PC:
http://forums.psychcentral.com/forumdisplay.php?f=110 that you can join.