Have you tried Cognitive Behavior Therapy? It's got a good reputation as a helpful tool to sort of re-calibrate your thinking. I've been thinking of trying it, because the psychologist I currently see 4 times a year just sits there stone faced and writes scripts for drugs. I know how you feel, Kurt. I know it sounds trite, but trying to accentuate the positive things in your life, while also counting all of your blessings really does help in terms of wrapping your head around your struggles.
I think one of the primary challenges we face as people is accepting that there is a certain degree of meaninglessness to life and a high degree of suffering. It's our lot in life, and I'm inclined to believe that while people who go through streaks of mental health challenges pay a high price for their sensitivity to the world around them, ultimately it helps to make us better people. We could be mindless consumerist zombies, or we can try to bust out of the framework that modern life can shackle us to.
Western culture puts a premium on attaining stuff and achieving things that indicate to others our success in the culture. It's a dubious construct, but one that people beat themselves up over all the time.