Does anyone else have issues with their depression and religion?

What I mean is that we are *supposed* to be grateful and thankful for all that we have (and lets be honest - most of us have a LOT to be thankful for). And God did give us the greatest gift through Christ....

BUT - yet I can find NO joy or happiness in this life. I have so much that I should be thankful for (a nice home, cars, health, awesome kids). Yet I hate my existance. I can think of nothing better than to simply die in my bed..... I PRAY for it pretty much daily.

Anyone conflicted by this - or am I just a jerk?