Well dear, it sounds like you suffer from depression, not just some phase. Changing your life might help you for a week or two, but the underlying problem will not go away. Are you in therapy? Or does your general practitioner prescribe your meds? Maybe, it is not just depression that you suffer from. Maybe you need a different kind of med. If you are seeing a therapist, I would ask them first and if it does not help, switch therapists. But sometimes just talking your problems out will take a lot of weight off of your shoulders.
But anyway, talk to your doc and see what they have to say. I haven't ever found a med that helped me fully either. I am on zoloft now, and I just take it for comfort. If you look it up though, there is no proof that antidepressants really do any good at all. There is not proof that a thing such as a "chemical imbalance" even exists. They did tests and 50% of the people were given empty pills and the other 50% were given a real drug. There were hardly any differences between how the people felt. Pretty wierd, huh.
But those of us who suffer from depression know that it is a real thing, but unfortunately we do not have anything to truly help it yet. Good luck.