It sounds like you might benefit from seeing your dr. about your feelings and getting on an antidepressant. At least the meds will help you get out of the 'low, down deep' throw-your-hands- up part. I would suggest therapy and try researching online for some self-esteem issues and treatments that you can relate to.
I'm on meds, so my depression isn't that bad most of the time, but I'm REALLY bad about DOING anything, even though I KNOW it needs to be done....just like you said about exercise,etc. I keep telling myself I'll go walking every morning after I get my daughter onto the bus, since I'm dressed and out there anyway, but I don't do it. So I've been making myself at least walk down our street and around the court and back home, so at least I get THAT much exercise!
I figure even a little is better than nothing!