Do you love her? If you do, then why? I can relate to some of the things you said, but first of all, you have to question yourself about how do you feel about her. You managed to describe the situation quite well, but I could not understand why it is hard for you to end this relashionship. You say you are good at expressing your feelings but you expressed being unsatisfied with the sex you have, said she has been depressed but you don't wonder why... What can she be missing? Do you listen to her needs and wishes?
Going to counseling is always good but it will be a waste of money if you don't really think you will loose something valuable if she goes away, and in you description of the problem that was the one thing I could not understand.