So yeah, do therapy, but strongly consider a psychiatrist as well. Also, I have been looking into ketamine treatment for depression. If you are at the end of your rope, worth checking out as well.
I was under the impression that most life-insurance policies don't pay out for suicide?
I never took medication. I think that was a mistake that added years to my recovery. I'm still not sure I'm a person yet (but I'm optimistic about it). I never had the crushing sadness many relate to depression, but rather the emotional void variant [0]; I can't imagine how crippling it must be to not only fake happiness, but to also have to compensate for genuine unhappiness... I hope you find what you need soon. I have an account at gmail (see username) if you feel safe venting to an anonymous person; just keep looking for something that gives you the contrast to see what feeling normal is like (not even feeling good! Just normal. Life is sometimes brutally sad for long periods. And that's ok. But if you can't imagine feeling differently then maybe the mind's chemistry has wedged itself.)
Anyhow, if anything else comes out of this rather large thread of responses, you ain't alone. It's hard to slog through and find what works for you, be it a next gen medicine, meditation, or an hour on the motorcycle every day, you'll find the thing(s) eventually. Just slog through it a bit longer.
Also: we seem to only have the one life, so procrastinate on ending it. You've a worst case of dying of old age or accident, then, and you may just be surprised to be in a better place a few years from now. Being able to look back is certainly a luxury I cherish, personally.
[0] http://hyperboleandahalf.blogspot.com/2013/05/depression-par...
It's so silly, but this is to me the best, most consice write up of depression I've stumbled upon. YMMV. But my friends and I were in tears laughing over it - but over different parts. Depression nails a lot of people in different ways, so keep trying to fid the fix for you. It really does exist.