How can I begin to improve my self image and feel better?

I’ve been depressed for years, but things have gotten so bad now I feel like I can’t take it any longer. I have constant feelings of loneliness and depression except when I find something like a video game or funny movie to distract myself. I have a few friends that I hang out with some, but none that I would consider “good” friends. A lot of my feelings of low self-esteem stem from the fact that I’ve never had a girlfriend or even any platonic female friends with the exception of one girl I had a crush on, but I’m not even sure she liked me as a friend. This girl will give me attention and act like she cares about me one day and then totally blow me off for weeks or more at a time, and it really gets to me. I’ve told myself several times that I was going to cut off contact with her, but invariably, one day I will feel especially down and go crawling back to her, restarting the cycle again. Of course I act like none of it affects me and like she’s not the most important thing going on in my life. It’s so hard though because as pitiful as it sounds, she IS; I just try not to telegraph my neediness. I have no hobbies to speak of besides playing guitar some and listening to music. I want a pion in life, but I have nothing I’m pionate about. I’m not suicidal but I desperately want something to live for and I have nothing like that right now. How can I pick myself up and begin to feel better?