S. R.,
My heart goes out to you. I too have been quite depressed at different times in my life. I think you have received some excellent suggestions here -- I've tried and used most of them.
Importantly, remember there is hope, there is always hope and there are always alternatives in life. I think you should try the new therapy because it might be just what you need! What do you have to lose?!? You may find you have to force yourself to do these things but in order to get better, you must.
Secondly, try to improve your diet and DO get some exercise every day. You may think you have no energy for it but it will boost you. Start with taking a walk once or twice a day. Look around, breathe and enjoy the scenery. Go to a park and sit on a bench along the way. Get out of the house every day for an errand or something.
Third, at times, I've had to force myself up off the sofa or out of bed and to just DO THE NEXT THING that needs to be done at home or in my life. Then I do the NEXT THING...etc. Positive action helps.
Fourth, whenever I feel my mood going down, immediately I make myself think of ten things that I'm thankful for. Then I think of ten more. What this does is to break the negative pattern in your mind by creating a positive pattern. Sometimes for me it's as simple as being thankful for the sun, the clouds, the flowers, my pets, my family, etc. Keep going.
Fifth, do you have a good counselor or therapist? Ask your doctor or friends to recommend someone for you. You need a fresh listener and someone who can look at you and help you objectively.
Last and most important in my life, is my faith. Every morning I start the day with prayer. I recommend you reach out to God and ask for His help. Then read something spiritual; I HIGHLY recommend Stormie Omartian's books. She has been hugely depressed in her life and truly understands. Her life story is both interesting and inspirational. For tough times, one of my favorites is "Just Enough Light for the Step I'm On". Another option is reading something faith-based, like an easy to understand version of the Bible. If you read the Book of Psalms you'd see that depression has been around for a long, long time and that it helps to reach out to God.
I want you to know that I am going to pray for you, for the courage, energy and strength to try all of these things. Things CAN get better! I have truly experienced it. Blessings...and keep us posted.