Please do just one thing: make an appointment with a therapist to see if you have depression.
And, it's really no surprise, really, if you look at the average salary for therapists. I imagine that most of the ones who could actually help you are running high-priced practices treating Arab princes and basketball players...naturally they are not going to be found in the provider directory for your insurance...if you even have insurance... (US perspective here)
As long as they're not an asshole, having someone listen to you and prompt you with questions is incredibly therapeutic. It also helps immensely that you can be confident about your privacy. Just getting it out sometimes is what you need. None of the therapists I dealt with when going through anxiety/depression issues really grokked what was going on in my head (my impression, but perhaps, like a parent, they really did know all along). However, a few 45 minute sessions of speaking and prompting got things off my chest, and my mind redirected on far more positive things than "I'm not good enough", "I'm going to die alone", "No one would miss me if I didn't wake up tomorrow" and other delightful thoughts.
That makes therapy sound like renting a friend. I don't mean that in a snarky way at all, maybe that's even a good definition in some cases.
I don't have data on "most" therapists, and neither do you, but some therapists can immeasurably change your life for the better.
As for the cost, would you rather work on your inner life (which might bring professional success) or buy that new BMW? Only you can make that decision.
If you do use insurance for short-term therapy, all sorts of red flags (aka DSM diagnoses) will forever be branded into your permanent medical record. Obamacare may change some of this - unclear.
In short, while getting therapy is good ... involving insurance is iffy.
In fact, I'd like to have simply said, "stop being an asshole", but that sort of direct, rude comment gets downvoted here on HN. Meanwhile, an extremely rude, condescending, dismissive, but roundabout comment stays neutral or is even upvoted.
I think it could be interesting if people on HN actively tried to flip their negative comments into a point of discussion.
For example, if we instead said "You sound like you have stories to tell, do you have any experience with bad therapists? What could they have done better?" then the conversation could continue down a more interesting path.
The rest is avoiding further damage -- there are right ways to listen and wrong ways to listen, after all.
That's the difference between an experienced therapist and a bad therapist, or between a trained therapist and an ordinary friend/colleague.
If medicalizing (and I don't mean that term in a pejorative way) your problems works for you, then do that. Other people find other solutions to their problems, like self-help, or just prefer to live with them.