Hi Aussie.
I couldn't agree more with some of the advice and insight given. I debated about throwing in my two cents but I identify with some of what you've said so strongly that I can't help myself. Especially in regards to long term stubborn depression, anger at God, suicidal ideation and smoking.
Right off the bat let me share a bumper sticker that my best friend used to have on his car - "The devil is playing a game and you're it."
When you accepted Jesus as your Savior it was game on. The adversary LIVES to tempt, cajole or reason you away from God, the Bible and prayer.
My single most important advice is to dedicate yourself to a daily devotional. I start the morning with prayer, Bible study and close with thanks. I started this about 2 years ago and it has been the best years out of 30 years being a believer. It is the very definition of dying to self and yielding to the Holy Spirit.
Depression:
Proverbs 13:12
"Hope deferred makes the heart sick, but desire fulfilled is a Tree of Life."
The point? He HEARS you, Aussie. He KNOWS you're sick and tired of being sick and tired. He KNOWS what is truly making you sick. But He is challenging you to keep trusting Him and in His timing. If you'll stop and review all that He has done for you - including sacrificing his Son - isn't He WORTHY of your continued trust?
Anger at God:
Romans 9:20
"Shall the thing formed say to Him Who formed it, why have You made me thus?"
After years of "hiding" this from God (as IF!) He finally got me to the point of confessing it so HE could deal with it and heal it. And it goes way back to childhood. I don't LIKE that I was born with certain weaknesses and flaws. Why can't I be like so-and-so? God don't you care about my shame, my humiliation, my reputation?
Sound familiar? Guess what? We ALL are cursed with the same flaws and imperfections. So what are we gonna do about it? Let God use it to build empathy for others, for one. I figure the ultimate goal is to arrive where the Apostle Paul got:
2 Corinthians 12:10
"For the sake of Christ, then, I am content with weaknesses, insults, hardships, persecutions, and calamities. For when I'm weak, then I am strong."
Let me emphasize - I am certainly not there yet. But I can say confidently that I'm further along than I've ever been in 63 years on this earth. I give God the glory for it - it gives great joy. And joy is a virtual miracle for me. Even my friends and family are starting to notice.
Suicide:
Look at Moses and Elijah. They both got to the place where they asked God to kill them - that they couldn't take it any more - so I figure we're in pretty good company. As for me, God called my bluff and let me get to the point of ultimate temptation. And I backed down. I actually declared to God that that was IT - never again. I've been completely free of it since. I can think of maybe twice in the last 2 years that it popped into my head. You know what I did? I laughed out loud! I brushed the tempter off like flicking a fly off my shoulder. He fled just like Scripture says. Now that's POWER! It's increased my faith in ALL of God's promises.
Smoking:
Some verses come to mind, but I'm sure you know them all. All I can say is that after 2 packs a day for 30 years He stopped it cold turkey. This post is already long enough so I'll spare you the details. Suffice to say that it truly is possible. That idol is out of my life. 1 1/2 years now and I RARELY even think about it. I get my comfort from THE Comforter - the Holy Spirit.
God bless. Take heart. He says that "He who began a good work in you SHALL COMPLETE IT". Give it to Him each morning and enjoy the ride!