Many people feel that burdening their friends with their problems isn't easy. This is more complicated than it seems - even if you're ok venting a few times to your friend, could you do it every week for a year? Also, is your friend equipped to deal with difficult emotional questions (what if they've never been depressed?). Professional therapists, while expensive, do fill a role.

At the height of my depression, I didn't feel like ever leaving bed, much less trying to corral a bunch of friends into somewhere they weren't going to be already. Also, my therapist is a $20 co-pay, which is way cheaper than going to the bar. This non-answer just demonstrates your lack of perspective.

Not all of us get depressed enough that we can’t get out of bed. Socialization and camaraderie to see that other people have issues too helps keep things in perspective. Keeps me from slipping down a hole where I’d need professional help.