I don't think I will or should ever like it, but I'm learning to be thankful for my depressions. It is for me as C.S. Lewis so famously put it in The Problem of Pain, "God whispers to us in our pleasures, speaks in our conscience, but shouts in our pains: it is His megaphone to rouse a deaf world."
When I look back I see many times during my years as a Christian when a deep depression has led to a renewal of faith in my heart. Jesus Christ is the source of whatever peace and joy I am capable of, so when I drift away from Him these begin to slip away, along with my hope for the future. I slip into despair. The pain grows louder. Eventually none of my usual distractions can drown it out, and in desperation I remember Christ and cry to Him for rescue.
Through my sorrow He gently guides me back to His word and His promises, and through them (along with much prayer) renews my faith and restores my hope in His goodness and my future with Him. I'm so thankful to Him that He won't let me wander happily away. I'm learning and praying to be sensitive to the first wispy dark clouds, to recognize that trouble is brewing, and instead of looking for various ways to take the edge off the pain to run quickly to Him for solace. He is the only help that is genuine, the only help that gets to the heart of the problem, the only comfort that is strong enough, and the only hope that is eternal.
but now I keep your word.
that I might learn your statutes.
than thousands of gold and silver pieces.
whose trust is the LORD.
He is like a tree planted by water,
that sends out its roots by the stream,
and does not fear when heat comes,
for its leaves remain green,
and is not anxious in the year of drought,
for it does not cease to bear fruit."