Hey Mage--it does sound like you're very unsatisfied with things the way they are, but I know change is scary stuff especially when it seems like a lot of work. I don't have a ton of wisdom to offer other than for me, and I think for some others, starting therapy seemed like a big awful thing, and it is difficult at times, but it gets better and it can certainly be beneficial.
I've read good things about CBT for depression; I'm doing psychodynamic for whatever the hell is wrong with me.

Good luck.