How Exactly Does One "Seek Help" For Depression and General Hysteria

Hey Guys, 

I'm the type of person that frequently gets told to "seek help". The reality is I'm generally a pretty fucked up person. I've taken every drug known to man (in extreme quantities) outside of Meth, Ketamine and PCP, though I finally managed to quit the hard stuff (everything besides shrooms, weed & beer). I have severe panic attacks fairly often, though I've learned to control it such that it doesn't effect me at work very often or significantly. I'm depressed at least 50% of days that I wake up, and of those days I generally stay depressed the entire day for about 50% of them. I have extreme guilt and shame due to my drug abuse and how it has hurt my parents and social life. Moreover, I've never been able to keep a relationship for more than a few weeks to a month or two. Not because I'm abusive or mean, just insecure and difficultly with vulnerability and emotional availability.  

I'm not going to dump my entire, shitty life story on yall, but needless to say, I do indeed believe I should seek help. My question is just how? Specifically, how does one find a therapist that doesn't completely suck AND that takes insurance AND that will see patients on weekends or outside of 9-5 weed day hours? Also, outside of praying to the therapy gods, what does one do to "seek help"? I'm not trying to be a defeatist I just feel like people always say shit like oh "so and so needs to work on himself" but wtf does that actually mean? I feel like if it was as simple as finding a good shrink and listening to him/her then nobody would be fucked up ever. 

TL;DR: For those who have successfully overcame severe depression, addiction, anxiety, or all of the above, how exactly did you do it?