What do I do
You should probably talk to all those people, especially the shrink. If you can recognize that you're getting depressed and suicidal, then you can try to do something about it. I'm sure things seem hopeless since that's what depression is all about, but you've got to keep in mind that loads of people recover from this type of thing and if you're really trying to turn things around, then you're on the right track. Good luck.
If you're really thinking about killing yourself right this minute, and you're in the United States, call the National Suicide Crisis Hotline, 1-800-SUICIDE (1-800-784-2433). If you're just feeling low and want to be cheered up, talk to a friend or family member. If you have mental health issues which you'd like to deal with, talk to a therapist / shrink.
Remember: suicide is a permanent solution to a temporary problem. While there's life there's hope, and time heals all wounds. Don't forget your second wind (Billy Joel). Always look on the bright side of life (Monty Python). :-)

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