Danny, it's funny that you'll see just how many people are experiencing this right now here as you read and post in this thread. You might remember how I've had my moments a while back, and I've felt exactly the same way before. In fact, I was really bad up until about a month ago when I decided to mentally stop feeling like this, and get out and do something.
Now, you might think that sounds incredibly naive and stupid to say that I "stopped" feeling like this, but you can actually do this.
In 90% of teenage depression sufferers, you'll find that it's common for them to feel subconsciously comfortable with being depressed. It's very easy to find negative points about your life, and heck, I even find things now and feel down occasionally. When you start to feel like this, it's also common to slowly shut out friends as a result of this comfortability feeling down. It's almost like you're really looking for someone to notice how you've been feeling, but you can't actually jump out and make it overly noticeable. After this, noone tends to notice too often, and you've shut out your friends more and added another reason to feel down to your list.
Now, I'm not saying all of this is true to your case, Danny, but it could very well be a subconscious thing. And you don't have to be embarrassed or feel bad about feeling this way, because I assure you that, whether people admit it or not, so many of us have been here before.
I'll tell you how I came out of all of this feeling as good as I do today? I went out, and rejoined my old group of friends. You may feel that some of your old friends won't want to have anything to do with you, but that's completely the opposite. I just thought to myself, "screw it, I have nothing to lose and everything to gain", and decided to organise doing a few small things with my old group of friends, and started hanging around with them a bit more. It worked. They started inviting me to things, and I'm back as part of that group.
Get out and make yourself active. Like somebody said previously, the more inactive you are, the more you're bored. The more you're bored, the more you start to make things seem to yourself that your situation isn't as good as you think. Going to bed and that time after you've gone to bed and before you sleep is always difficult. You start running things through your head, and you won't feel that great about yourself. But once you wake up, you're always feeling a whole lot different, so don't worry too much.
But as I said, make yourself active. I'm back to playing soccer this year, and I'm seriously looking forward to it. I've been training by myself, getting fit, and spending the days when I'm not hanging around with friends making the most of my time. You have to start doing the same. If you can't think of anything to do, you're not thinking hard enough. Christ, play a game that you like. You'll be thinking about that game for the time being, and nothing else.
I know this may not apply to you, Danny, but seriously, it's worth having a think about everything I've just said. I mean that. We're all here for support for you, and if you need to chat, you can always Private Message me or get that damn MSN fixed!
I hope that helps. Have a think about it, man.