Well, you need to look at it from holistic perspective, meaning look at how it affects all aspects of your life. Depression leads to a lot of things: problems with diet and exercise, smoking/drugs/alcohol, being around the wrong people, poor decisions, etc... It affects a lot more in your life than you know. It's like trying to pick a complicated lock. You can't just change 1 thing and expect to see it get better. You probably don't realize how much of your life has been affected by it if it's been this long.
My approach to dealing with this kind of stuff is to take a good solid inventory of your life and figure out what needs to change. Group it into 4 categories: