So, I've been dealing with periods of depression for as long as I can remember.

And I can currently feel myself slipping back into the hole again, after maybe 2 months of slowly getting better.  
I've been seeing a therapist for the past 4 months and it's been going great and has really helped me with my social anxiety.

But after so long I recognize when I'm slipping again, and it's happening right now.

So, I know the stuff that's not helping; shutting myself off, giving in to self-pity, drinking too much and on a (near) daily basis, listening to sad songs and watching sad movies...  
But somehow, whenever I feel myself slipping that is what I WANT to do, and that is what I'm currently doing.

I'm starting to think I indulge in these bad things and actively allow myself to get worse, because to feel depressed is at least to feel SOMETHING. Rather than the unending grey and nothingness I feel otherwise.

Anyone else has these thoughts? Any insights on this? Anything?