If you're serious about feeling depressed, get yourself checked out. If you don't know how to get started with that, either talk with your parents abou it or, if you don't think that will work, call the local crisis/suicide hotline.
Every area has something like Suicide Prevention, if nothing else. I know you're not talking about offing yourself, but they deal with a lot of depressed people, and they'll know places you can go and people you can see in your area.
All the advice people are giving above is good. But if this has been life-long, you want to make sure there's not something organic going on as step 1.
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