<rant> I've been through almost the exact same process as you, culminating in me having a seizure due to stress, drug abuse, and self harm. Over the last 6 months or so my mental state has improved substantially, thanks to a couple of people who I now owe my life to. I don't want to tell you "it gets better," because hearing that the day after attempting suicide pissed me the fuck off. However, the truth is, it does get better, and it gets worse too. You probably already know that though...
I don't know you, so I don't want to tell you what to do. But, I can tell you how I made my life bearable. Frankly, I'm still not ok (thanks for asking, reddit), but maybe helping a brother out can make me feel nice and fuzzy inside for a while.
I started by just talking to someone, or rather, someone talking to me. There was no way in hell I was going to tell someone "uhhh, I pretty much want to burn myself alive," so my way of starting the conversation was self-harming until someone would notice. Eventually a classmate noticed "END IT" carved on my shoulder while I was changing shirts, and like a decent fucking person, they asked what was up. Obviously I am abso-fucking-lutely not saying you should do what I did; it's just how I happened to open up to someone, and I've had that story pent-up for way too long. And yes, I know how MTV this all sounds.
Eventually I started seeing a shrink. My experience with them was pretty hit-or-miss; I try to think of it like dating, you have to find the right person for you. Turns out a 30-something year old woman and an old army dude will not get through to a 19 year old kid, but maybe someone actually relatable will. I can assure you no therapist will just dismiss your problems and say you're fine, they wouldn't have a fucking job if they did that. Seeing a licensed therapist isn't imperative, but it can help. I guess the important thing is that you talk to someone who cares about you and that you're fucking honest. Before you say to yourself that there is nobody on this heap of rock who cares about you, I can guarantee you there is at least one; fuck off with that...
I soon realized that no amount of kleenex and breathing exercises are going to help me, so I talked to a psychiatrist about antidepressants. He put me on zoloft, a really common SSRI, and so far it's done its job. I'm lucky enough to have health insurance, but IIRC zoloft is usually around $5/month before insurance. Most doctors I've been to are fairly understanding when it comes to finances, so I wouldn't worry about that if I were you.
Obviously there's not a miracle pill that will make your life fucking perfect like Christmas morning when you opened up a new Nintendo 64 or when that girl Jill finally let you put it in her; there are trade-offs. Simply put, zoloft makes me feel content. However, at the same time it can make me feel like a zombie from some stupid played-out TV series or vidya game (looking at you, Walking Dead). It doesn't help with the apathy part of depression much, but I find that not being in constant self-inflicted agony lets me muster motivation.
In a nutshell, that's where I am now. I still struggle just like every other fucking person, but at least I can now maintain a job, pursue a relationship, and do all of that other shit that society has deemed normal. Antidepressants are definitely a double-edged sword; I was lucky enough to find something that works the first time. You don't have to spend your whole life on them either. Just don't let the vocal minority who still hate their life on anti-depressants prevent you from bettering yours, provided medication is what's needed to get you out of your head, so to speak.
I know empathy can be a good relief sometimes, maybe this clusterfuck helps you move in a better direction. Hopefully I don't come off as preachy or attention-whore-y; that's not my intention. Sorry if my, uhhhh, delivery methods offended anyone; the fact that so many people have to deal with mental illness in this world infuriates me. Actually, fuck that, I don't apologize. If you (or anyone out there) need someone to talk to, here's a person to PM or skype or whatever.
TL;DR: Fucking talk to somebody. Right now. Do it. Consider medication, even if it's just a crutch or stepping stone. Don't ever fucking give up; if you do, the terrorists win. </rant>