The LORD is nigh unto them that are of a broken heart; and saveth such as be of a contrite spirit. Psalm 34:18
Long ago I was depressed and sad. I couldn't shake it. Someone had given me a book by M. R. DeHaan called Broken Things. As I read it my sorrow went away.
This was not a self-help or "inspirational" book. Those don't work for me. Broken Things was about God and who He loves and helps. It was written for Christians who are in trouble, and it works.
I thought so highly of this wonderful book and its author, that I read it onto tape for the blind to hear. It was distributed by a library for the blind. I hope others were helped too. Like, "I was sad, then I was no longer sad"--helped like that.
God hates pride and self glorification. We can't give Him that part of us. But He receives our tears and brokenness gladly. No matter how poor we are, or wretched, these are gifts we can give Him. Instead of taking mind altering drugs, may I suggest this little book? It comes recommended by a satisfied user.