I have depressive issues what can I do?

i have been havein depressive issues for many many years and i have tried talkin to people and it works only so much. i try to deal with it myself but it seems to backfire. i am very hyper guy and i get headaches alot since i was a kid. i have hurt myself already by hittin a wall and i broke my hand a couple times. i try to smoke but weed only does so much. i have a girl and a baby and the momma is controlin and doesnt give me space and respect that i do need the space to deal with what i go through but she doesnt understand. i have suicide thoughts for years and i dont want that to be my last resort. i am in a new location in illinois, streamwood that is and i dont have anyone to rely on and i am just at a stand still and dont know what to do anymore. the arguments with the girl are like every other day and its not helpin me out anymore. i think i should take a lot of meds just so i can be more at a zombie level cuz i cant function on a reular bases. my life is in ruins and i just dont know what to do. i need help and a lot of it! is there anyone that can really help me. im in tears righting this right now cuz i am so confused and sad about all this.