Never say that you can't do something, or that something seems impossible, or that something can't be done, no matter how discouraging or harrowing it may be; human beings are limited only by what we allow ourselves to be limited by: our own minds. We are each the masters of our own reality; when we become self-aware to this: absolutely anything in the world is possible. Master yourself, and become king of the world around you. Let no odds, chastisement, exile, doubt, fear, or ANY mental virii prevent you from accomplishing your dreams. Never be a victim of life; be it's conqueror.
It is not seen as insane when a fighter, under an attack that will inevitable lead to his death, chooses to take his own life first. In fact, this act has been encouraged for centuries, and is accepted even now as an honorable reason to do the deed. How is it any different when you are under attack by your own mind?
Depression is a serious problem, but drugs are not the answer. In the long run, psychotherapy is both cheaper and more effective, even for very serious levels of depression. Physical exercise and self-help books based on CBT can also be useful, either alone or in combination with therapy. Reducing social and economic inequality would also reduce the incidence of depression.