Your story sounds eerily similar to the
one I posted to this very sub-forum over three years ago; so much so that I really didn't want to read it being played out again. Not surprisingly, the constructive advice given then (thanks to several TFP members) was the same as it is now for you. However, I'd like to serve as a cautionary tale and not an enabler, because I have still yet to act on any of that advice and I'm just as miserable after having graduated and gotten a respectable entry-level job related to my major.
In terms of prioritizing what you need to change, I'd say seeking some form of professional help is the most important task at hand. Changing your surroundings and becoming engaged in several activities is all well and good, but depression will linger like a black cloud and impede any shred of motivation you may have. Actually seeking help is another story altogether--I should know--but seeing a school counselor or your general practitioner is a good start, especially if you're concerned that your parents might be indifferent to this type of health issue.
Good luck, and let us know if/how things are progressing.