I know how you feel, my friend. And I also know that stuff like therapy isn't always going to cut it.
Or, at least that you don`t seem to me like someone which will really benefit for that.
Anyway. Its hard to really give advice about stuff like this because everyone is different.
Its hard to know which attitude will work for you.
Some people solve this problem by keeping themselves busy, while as other go about this on a more personal level.
Some people do this by going out with friends, engaging in hobbies, putting more efforts into their studies etc (whatever it takes to get their mind off themselves),
while as other people ultimately solve this problem by devoting their attention to more emotional aspects in their life. Some self reflect / mediate, while as others get over this stage by finding a romantic partner. I dunno you at all, so its hard to know which method may work for you. But I do know that once you give up on yourself, than that`s when you really stop thinking about this depression (as a variable in your life), and start living by it (thus making it a part of who you are). And I think that your still too young to be living with it. There`s still hope for you. Or, at least that`s what I think. Some people will never be carefree and be surrounded by friends. Some people live out their life by keeping only a few friend close friends, and their life mate. Perhaps that lifestyle is more fitting for you, being as it is something that you are familiar with. Having a lot of friends doesn't always mean that you will be happy. In fact, sometimes that may even the source of one`s problem. You never know.
So... the best advice I can try to give you, is for you to figure out what makes you tick.
If you can do that, you will better understand when your coming from, and, thus, know where you want to head to next.
And, yes, I know what it sounds like... but that is the only cliche I think is 100% accurate. I find that most clenches and slogans are rubbish people tell each other when they have nothing better to say to each other.
Something like the blind leading the blind, only that most of what they tell each other, is stuff they picked up from movies and cheesy pickup lines - stuff that they wouldn't necessarily listen to, themselves.
However, knowing yourself is a very realistic element in life. Which is why i`m sure that if you follow that line of thought, your going to get somewhere practical.