I lived in AZ for about a year and I agree its tooooooo hot, feels like a living in a frying pan some days, i liked las vegas better, about 10 to 15 degrees cooler and more wind or breeze.

  Feeling depressed, painful feelings is hard or unpleasant I know, and to top it off you dont want or feel like doing what will help relieve it, so it keeps its grip on you. Some days I stay in bed all day etc-- but even though I dont feel like it or want to if i can get out of the house and maybe walk around the block, or go to a mall and walk for 15 minutes it helps, it doesnt eliminate everything but it starts you feeling a bit better. Meds dont work for everyone nor does therapists, one person I read about who suffered as bad as anyones does found talking to another person who understands how he feels on a regular basis, like 2 oe 3 times a week is the only thing thats helps him. If the other person is really down he tries to help, so they support each other, not a group just one other person-- i never thought of doing this but meds didnt help him at all, therapy sessions didnt help him either-but he found this talking to a friend he trusted did work. There are more things to try, pain always makes me feel depressed too as you said, I have no friends either but recently Ive made an effort to just say a few words to anyone, like the grocery store checkout person, UPS deliveryman, anyone- then I feel like im making an effort and getting some response thats usually positve back- we arent friends but its a contact with another person--