Depression has made me suicidal

I have been depressed since 12. Before that age I was very happy but as puberty kicked in I started to be angrier, depressed, and socially awkward. I am about to be 32 in march, and I litterally have spent my whole life alone. Never had a close friend. If I made friends I lose them quickly, because I cancel dates and lay in bed depressed. I have the social skills of a 12 yr old. I can't make eye contact, I struggle to keep conversation going, and later beatmyself up over what I did say. If I knew without a shadow of a doubt that death was better than the life I am living, I would have blew my brains out years ago. However, who knows what happens once you die So I don't want to take any chances of it being much worse.

I am engaged to a psychologist which is probably why he is able to deal with my crazy ass. Who knows? Its nice having someone who understands.

I have tried to treat the depression with meds two different times with two different drugs. I gained a ton of weight which just made me more depressed. Even exercising and counting calories, I gained weight on them. I tried a weight neutral drug, wellbutrin, which made me sweat too much and have rage outbursts that scared my co-workers and partner.

I don't know what else to do. I am So unhappy. Its like I can't find something that cures it and does have really bad side effects. I am tired of living this way. Help!!!