In my experience being honest with people has always been for the best and I don't think hiding your true self is wise when it comes to relationships with women. The person you're with should ultimately know that you struggle with depression and they will have to accept that about you. If I get into a new relationship I will go on a couple dates first and play the game, but once I think that there is potential for a future I just go ahead and tell them about all my darkness. I think that they should know who I am before they decide whether or not they want to continue along with me. And generally people find it endearing when I open up to them, I'm not sure why that is, but perhaps it is just the magic of honesty.

And anyway, it sounds like you're hiding behind a glass wall, they can see you already, so why are you hiding?