The next time you start wishing you were younger, just imagine if in 10 years you are looking back wishing you spent your youth doing more interesting things than thinking about what you thought at that time was your youth. I'm 25 and I wish I could go back 10 years, but I know if I dwell on thoughts like that before I know it I'll be 35 wishing I was 25. So be happy you are still young and have a full life ahead of you.

I think the best remedy for depression is talking about your issues with a close friend, if you don't have one as a lot of depressed people probably don't, a shrink wouldn't be a bad idea. The important thing is to not sit and dwell about depressing thoughts too long, it isn't healthy. Maybe try to find something to do before you smoke, so when you do smoke your mind is on other things such as a good TV show, or a bbq with friends, whatever. Just don't continue to smoke in a situation that puts your mind into a depressed state.

Good luck!