That’s one thing I use to help me cope with bad feelings and life in general - find things to look forward to.
It doesn’t sound silly at all.
To the extent you try to beat yourself up, recognize that drive as a traitor. Give it a face and consider it something seperate from you, hate it, fight it, justify yourself to it and play dirty. Arguments that you might consider lame excuses if delivered to other people are perfectly good tools because you and your internal hijacker both know YOU believe them. I’m not kidding, visualize it if you have to, but you have an intruder in your head and it needs to be crushed before you can get the confidence to be happy with anything else you do. The same voice that gets after you for not making enough money ("…and you sound well-educated so what’s your problem ya big loser!") will also point out every little flaw in your quilting or anything else you undertake to get through the financial hard times. You must kill it.
Stress in your life will exhaust you, so that’s the next thing to beat. Exercise helps, but also it’s useful to identify and overcome other stressors that pick away at you a little bit every day. The lifeblood of stress in uncertainty. It’s not the whack on the head that is stressful, it’s the anticipation of the whack that may or may not come that can really undo you. It sounds like money is a bit of a stone around your neck. That’s pretty universal but you have a light at the end of the tunnel. Focus on that. For instance, I’m pretty good with Excel so I whipped up a spreadsheet/budget thing that lists paydays and assigns particular bills to be addressed with each payday. Fairly basic stuff, but it removes a lot of daily uncertainty (which is stress) as well as lets me make a plan for paying down bills. It’s a little thing, but even though I live paycheck to paycheck I can use it to keep from getting further in debt and I know if I’m going to come up short, by how much, and how I can plan to address it. I have control over that part of my life. Consider something similar, it’s funny how short a financial year can seem when you plot it out. And at the end of your map you have a pharmacist in the house raking in heaps of cashish that you can wield as you see fit.
Ohhh Lord, I’ve been dealing with depression since I was a teenager (didn’t know what it was back them, however). I have done close to everything to manage it. I’d say therapy (CBT) and exercise have been most helpful. Yes, I’m on Anti-depressants (have been for 10 years) and they wore off years ago, so I’m back to square one. Doc tried to put me on a new AD called ‘Viibryd’ but it made me feel like a zombie. That’s the problem with AD’s… you tell a doctor you have anxiety/depression and they immediately think you need to be sedated. I get furious when I’m fatigued/zombified/sedated.
I spent my 20’s drinking away the depression, which made it worse, and I’ve self-medicated with painkillers as well. Both worked only for the short term, so not a good long-term plan. Sometimes, you are absolutely desperate to be free from the pain and self-hatred, the burning in your chest, then sadness that is too much to carry. This might sound corny, but getting back to church (a liberal one), and reading and performing more spiritual tasks helped keep me grounded and lifted a bit. It kept me connected somehow, because depression can make you feel completely disconnected. I drink a lot of coffee too.
Read up on the causes of depression and try to understand it. I have always been a bit obsessive about mental health so I spend a lot of time researching it. This puts my mind at ease. It doesn’t seem so nebulous. With a baby coming, do some kind of exercise, even if it’s a yoga tape, a walk, stretching, etc. Hot tea and books are my grounders, stay connected, even through these great little chat boards 
Therapy is great too, but be prepared for a long road ahead. My therapist opened up pain in me I didn’t know could exist in a human being. Still trying to tame that. Best of luck to you and your pregnancy, you have a wonderful gift coming your way!
That is another reason why I want to try an avoid a therapist. My first one when I was 16 wanted to do age regression on me, so I dropped her. I had another one who said he felt sexual tension between us and hit on me in our last session, and the one they assigned me after my suicide attempt at school was a complete moron who I played like a fool and got her to sign off that I was a-okay after only 3 sessions.
I don’t have a lot of faith or trust in therapists
Great idea. Or give it a silly voice. Goofy might work. It’s hard to take the judgemental voices seriously if they sound like Goofy.
Well Gorsh! Eyuk Eyuk. 
If that’s you in your profile/avatar pic, as a hetero guy I’ll just tell you straight out that you have absolutely nothing to be ashamed of in the looks department.
The following things seem to work fairly well for me:
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spending time with friends and loved ones. All the stories and in-jokes, all the affection and silliness, puts me in a better frame of mind.
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sunlight. As much sunlight as possible without getting burnt. It’s kind of hard to pull off in January, but the next time the sun is shining, put yourself out in it. It’s especially nice if you can lounge in a sunbeam like a cat. Get as much skin exposure as you can.
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physical play. Not grim, dogged exercise, but fun, bouncy, silly, happy playtime. Something that raises your heartrate and flushes your skin. See if you can borrow a Wii and some games.
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cuddling. Works with hubby. Works with puppies and kitties and all manner of other critters. Get some skin contact. We are mammals, and we need love.
It is, but 8 years ago 
I have a ways to go to get back in that shape.
phouka, I can try the Xbox thing my husband does with the glow stick thingys. He has some games that involve movement like ping pong, weapons combat and volley ball.
I know therapy is out, but what about reconsidering medication? Generics are cheap and easy to get a prescription for (maybe urgent care if you don’t have a PCP). Less than the cost of a self-help book. If you have a history of post-partum depression and you’re currently pregnant, you may just continue to spiral. Does your company have a hotline for nurse practitioners?
As JohnT and tdn say, perspective and awareness of early symptoms helps a great deal, but I don’t think you can will yourself out of hormonal/brain/pregnancy changes and feeling hopeless. But that’s only because I couldn’t.
I am currently in the midst of this. My suggestions:
- Exercise. I am not talking heart-pumping cardio or anything but it is still okay to walk, etc when you are pregnant. Go and take the twins to the park do laps around the climbers while they play (or play with them).
- Sing at the top of your lungs. Okay, that might just work for me but singing makes me feel present and alive. And it’s something I know I am good at even if everything else is in the shitter.
- The quilting thing: can you find a cheap machine on Kajiji or Craigslist?
- Be kind to yourself. Try to build a new voice inside of you that looks at all the little good things and can smile at them.
- Write. For some, it helps to write the bad thoughts down so you can look at them later. For me, I write down good things (like hugging my daughter or solving a difficult problem at work. Heck, on bad days, a good thing can just be overcoming apathy and getting out of bed.)
- Talk to your husband. I imagine he is fully aware of your history and can see that something is going on with you right now. Ask him for what you need (in my case, it is for him to say thanks when I do things and to understand when I say I can’t handle something).
That’s about all I have right now. I have made it about 48 hours without having one of my super negative thoughts and that’s another good thing for my book.
I know it is getting bad when every sound my kids make ties my stomach in knots.
Does your gym have a pool? Swimming is easy for a pregnant person (actually, any exercise is—my friend ran the Boston Marathon when she was 7 months pregnant, but you have to be an experienced runner to do that) and it allows a good escape. I have a similar depressive reaction to sounds. Someone chewing can drive me to tears if frustration when my mental health is steady but when it’s not? Oof. But no pun intended, you can immerse yourself in swimming and noises are muffled and you’re by yourself for a while.
Also look into the book Feeling Good: the New Mood Therapy. There are tons of mentions of it on this site. Talk to your OB, too. Prenatal and post partum depression is nothing to fool with. My midwife prescribed me Celexa during my pregnancy and it helped a lot. There are safe medications to take while pregnant and nursing.
I didn’t even think about swimming. That would be nice to go to the gym after work and bring my shower stuff, take my shower after my swim at the gym. I will have to call them and ask what their pool policy is and when they have free swim times or maybe even try the water aerobics
There is some research out there that says depression during pregnancy can have negative effects on the fetus, so don’t be afraid to talk to your ob/gyn about getting on meds for depression even while still pregnant. There are a number of medications that are commonly used for depression in pregnant and breastfeeding women that are safer for the baby than your depression is.
Exercise really does help depression. Have you talked to your ob/gyn about what exercise you can do safely? Unless there is a specific reason for you not to exercise, pregnant women are able to exercise and it can help make labor easier.
Hope you feel better soon.
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Here is some advice from an Eastern spiritual / holistic health perspective. It is not objectively scientific, but does work when worked upon. I say this with some confidence; I have been depressed for 2 decades and am slowly climbing out of it now.
Prayer - Depression is a kind of ‘spiritual emergency’. Yogic texts mention depression-like symptoms that are manifestations of energy imbalances in the body - in the chakras and the nadis. (Dont ask me what these are.) The best bet for you would be to pray regularly. Faith is useful, but optional.
Yogasanas - Do NOT try yogic asanas now - you are pregnant, and I assume not a practitioner with experience. Later, after you have delivered and regained physical strength, you should join a yoga class, and jointly with your instructor, identify yogic poses that are designed to enhance blood flow throughout the body, especially the brain. Do NOT do them on your own!
Sunlight - There is an excellent yogic exercise designed to be performed in the morning sunlight. You should definitely try it LATER. For now, just get some sunshine everyday.
Exercise - Regular, moderate exercise was very helpful to me.
Try music, color and aromatherapy as well - won’t do miracles but won’t hurt either.
Sleep - Excessive sleep can bring on a depressed mood even in healthy individuals. So if you are sleeping longer than say 10 hours, you MIGHT need to reduce that, in consultation with your doctor.
Check and keep your vitamin levels in normal range - especially B6, B12 and D. Deficiency of the B vitamins can have direct neurological effects, and/or make you somnolent, and thereby feed into your depression. Happened to me. Again do NOT just pop high-potency B supplements without a doctor’s concurrence. Alcohol in excess can depress the brain by itself, or in conjunction with its ability to interfere with B vitamin absorption.
Pregnancy is a time of high demand for nutrients, possible hormonal imbalance, and just plain stress. So there could be a nutritional and/or hormonal angle to your depression as well. Eat nutritious - especially watch your choline and folate intake.
Be prepared for the long haul. It rarely goes away in a hurry, but you can and will slowly get better over time. All the best!
You should see a doctor. I would recommend trying different doctors until you find someone that is a good fit with you. If you don’t feel like you are getting results within say 5 visits, try someone else.