I am sorry you are so depressed. Its good that you are not a drinker, smoker and drug user. God or other supreme being is always up for debate it seems. I know many people that do believe in god or something that are also depressed. So believing isn't a guarentee of not being depressed.
Are you under alot of stress right now, things going on in your life that make demands on you? Stress can bring on depression.
I know physical activity is supposed to allieviate depression. Physical activity stimulates the pheremones in your brain and they naturally make you feel good. So maybe just taking a walk or if you have the oppurtunity a swim.