I believe there is a lot to be said for the spiritual approach to these things, but given it hasn't worked for you thus far you may want to consider more medical science / psychiatry / psychology.
On this side of things some people believe depression and mental illness is not something you can think or feel your way out of. I'm not sure what i believe, but you may find some assistance for your problem with medication. Maybe something to help lighten the emotional load while you try other techniques to feel good.
Which reminds me. A book that was recommended to me by a therapist: Feeling Good
The therapist and i didn't really connect, but the book is really good. I'm sure you can find some of the same information online, but the book is cheap enough that you can't go wrong.
There are so many ways and combinations of ways to approach your depression. Finding what speaks to you and what is effective for you is what's important. I feel a lot better these days and i'm not so sure how i got here.