I've got a family history of depression on one side and hypothyroidism on the other, so I pay a lot of attention to stuff like this.
I also work very hard to monitor and control these things so I can stay away from meds. Personal and family experience tells me that for the majority of people with depression OR thyroid problems, they could have managed it without meds if they'd been proactive, but getting off the meds is VERY tough. There are a million studies that show how hard it is to get off anti-depressants and a few recent studies have show that taking certain types of thyroid medications can cause your body to slow it's own production of thyroid even further in exactly the same way that guys who take anabolic steroids end up with tiny shriveled cancer ridden testicles that won't product testosterone anymore.
The advice you've gotten is good, but I'll reiterate a few and add a few.
EXERCISE EXERCISE EXERCISE. Get a gym membership, get a gym membership for your spouse/best friend/neighbor/whatever and go WITH them. Tell them you want to have somebody to keep you going and you can help each other. Whatever it takes.
Get SUNSHINE. As much as you can. If you're feeling depressed and can't make yourself go out, at least open all the blinds/drapes and sit near a window. It can help.
Nicotine is a stimulant. Plain and simple, stimulants play marry hell with your metabolism. If you've used a lot of it for a long time, your hormone production has changed to compensate. The same thing happens with several brain chemicals. (MAOI, dopamine, all kinds of stuff)
Some people recover very quickly, some people recover very slowly.
Talk to people who care. Talk to your doctor (while being VERY clear that you want to reserve pharmaceuticals for a last resort). Tell them how you feel, and ask for their help. Forums are great, but they're no replacement for people around you.
I don't personally agree with the recommendation of vitamin supplements. There's more and more evidence these days that suggests they don't do nearly as much as we have always believed because a balanced diet rich in natural vitamins contains countless micro-nutrients and modified vitamins that you don't get in a pill from the vitamin store. Go ahead and take the vitamins (any port in a storm) but it's far more important that you eat a balanced healthy diet with lot's of fruit and vegetables.
On the off chance you have a suicidal thought, the single most dangerous thought you can have in response is, "Oh that's just stupid. I'm not a crazy person." Whether it has anything to do with nicotine or not, if you even start down that road, you need to tell somebody.
