Hey, I came over here via tom... I moved across the country for my bf, too (although we'd been dating already for a few years, 2 close and 1 long distance). It was so, so hard, and I also got very depressed, very isolated, and felt like my whole world -- friends, socializing -- was all me moving into his world. Sadly, I freaked out and picked a fight and just... moved out w/o us really working on our issues. It sounds like you guys are talking, which is great. But don't blame the relationship per se. Work on your depression, for sure, with therapy/meds/holistic, whatever your bent is, but DEF work on it, actively. And, this was the most important thing for me -- try to make your own friends. Believe it or not, I found CraigsList amazingly helpful. I met some people I didn't click with, but also met some cool girls that I still hang out with and became good friends. Also classes, or stitch-n-bitch nights if you're crafty are good ways. Seriously, having your own group of friends to go out with makes co-habiting soooo much easier. Friends who moved in with their bf's (usually now husbands) say that the first 6 months were miserable, and slowly after that it got better (of course, none of my friends who gave this advice also switched jobs or states, like we did), but give yourselves a good chance -- not all of us handle stressful situations as well, and knowing that the 1st year of cohabitation is hard for everyone may make you somewhat more willing to ride it out.

now, of course i know NOTHING about you, so feel free to summarily dismiss all I say! :P