I read your post, and I knew that I had to reply. I'm 16, and I've also been dealing with depression for most of my life. I also feel ashamed of cutting and feeling depressed, a lot of the time, because my life has been good, compared to many other people I know. I mean, I've had some rough family conflicts, but nothing "tragic", if you know what I mean. I believe that you CAN get better, because you've already taken the first couple of steps: recognizing the problem, and seeking help. I know it's difficult, but you have to try to have hope. You may be surprised by how much you can improve if you keep on trying.
Earlier this year, I was hospitalized for depression and anxiety attacks. Depression and anxiety run in my family, and I have huge social anxiety; I have trouble in large crowds, like at school in the cafeteria, and I have very low self-esteem. In short, I believed that I was a horrible and disgusting person, and it was becoming increasingly difficult to be around my friends. This is gonna sound crazy, but being in the hospital really opened my eyes. I learned coping skills on how to deal with social anxiety and depression, and I learned to be more open with my family and friends. I've found that for me, personally, bottling up feelings makes things worse.
My advice to you would be to talk to your parents about how you've been feeling (Believe me, I know, easier said than done!). It sounds like you probably have clinical depression, which medication can usually help. If you find a good therapist, he/she can help you get on an anti-depressant and can be a good resource. I went through like, 4 therapists before I found one that I can finally trust, but for the first time in my life, I feel in control. Things definetely aren't perfect, but I know I'm going to be okay. I haven't cut for 6 months, and therapy has helped me a lot.
I'm sorry that this is so long and rambling; I just feel your pain, and I hope this helps!!!
I'm here, if u ever need to talk..