I have issues happening around/to me at the moment but I am not a depressed person, I can't even say for sure if I have ever been depressed. I am not addicted to alcohol but will be happy to binge drink with friends or even go years without drinking (last drink I had was over 2 years ago I think). I smoke pot but again I am not addicted to it. The two potential potential addictions I have are video games and cigarettes. Cigarettes are a real addiction in that I smoke about 50 cigarettes a day but video games is just potential in that I am now at the point where I can play video games and still participate in the real world and put them down when I need to do something... At the same time there have been points in my life where I would never put down a game for anything, all it took for me to deal with that is realize that I can always come back to it and that real life is so much more important.
Smoking... I am heavily addicted but I am fine with my own mortality, things will kill me in life and eventually I will die, so if I enjoy smoking why stop? The only part I hate about it is the cost but that is simply solved by working.
I had an issue when I was a child that I was petrified by my own mortality and it would have stopped me from living a full life. I would never have gone bungy jumping, learnt to skate, snowboard, surf or start for a pilots license. I realized that you can't live if you are afraid of death and shortly came to the conclusion that I can't choose how I will die or when, I can choose how I will live though.
I'll bring it back to cigarettes and coping mechanisms, In the brain when you smoke a cigarette your body releases dopemine to a specific point in the brain, after a while the nicotine triggers less dopemine and so you end up needing more of it to find the same level of "feeling" that you used to from smaller quantities. This is the same for all dopemine related activities, Pornography Addiction is worse in that after a while you will start to find new ways to trigger your levels because you can't get the same trigger from simple pornography and so it leads to more extreme things and it dumbs down your sensitivity to other people to the point where you don't see them as real people but just a way to get a fix, such as stalking them. All addictions lead down this road of needing new or more to trigger the dopemine receptors and it leads to really horrible places. Smoking is not that bad in terms of addiction unless you end up stealing money for more smokes or robbing a person.
A common way to solve this is to transfer the time you spent with the addiction to something else, martial arts, football, activities are always great. Some people go to rehab or various forms of Anonymous groups which can also take up some time that you would otherwise spend acting out.
I have had to a large portion of time in psychologist sessions with my father and mother due to some addiction and legal issues that have popped up in my family recently, I do not use smoking as a way to cope with these issues and I think my coping mechanism is supporting my family around me to the best of my ability, as fucked up as it has all become these last few years.
Edit: I just read that back and realized that it was all about me and my issues and didn't really address what I wanted to put across to you, for that I am sorry I hope you can find something in here that could be of use though. I just really wanted to say something because addiction and depression are all around me at the moment and I feel really sorry that it is happening to you also and I wanted to help.