Has anyone ever hit a point where they are just sick of trying to make things better?

I've been depressed since I was a little kid, long before I actually knew what it was. I've tried therapy, meds, exercise. Therapy doesn't work for me; I'm so shy and distrusting that I can't open up to them. The only reason I can open up more online is because I'm anonymous for all intents and purposes. Medication in general is rather mysteriously ineffective on me, and medication for depression wasn't any different. Exercise didn't do anything, either for my weight or mood. I have few friends anymore, and spend as little time with the ones that have stuck around as possible because I know I'm something of a buzz kill. I really only go to work and go home because I just don't have the money to go out these days, nor the will to either.

I'm tired of trying here. I'm tired of looking for solution after solution and getting my hopes up that I will finally see some light at the end of the tunnel only to be horribly wrong. I'm not saying I am on the verge of suicide or anything, though if I were to get hit by a car or get a fatal disease I'm not sure I'd be too upset over it, but how much is one person supposed to take?