Steve,
I can definitely relate! Little things to us are much more devistating than to those who don't suffer with depression. I just came off a very down time, and know exactly how you feel about the ups and downs. I do everything I am supposed to do (take my meds, see my psychiatrist, journal, pray, devotions, happy light...) and yet the bad times always seem to come and bite me in the butt. It can be extremely frustrating. I don't know what all you have tried, but I find several things helpful for me. I journal daily, and even though sometimes I don't see my thoughts as distorted, it is still helpful to put them into writing. I also meditate for at least 1/2 hour a day, and I have a "happy light" (full spectrum light for treating SAD disorder) I sit in front of for at least 1/2 hour a day.
Hope you feel better soon! Keep us updated, we all care and want to know how things are going.
Kelly