I've been meaning to write something about my own dealings with depression, but it keeps getting longer. Maybe that's okay. I'll add that one of the reasons I think it's so hard to write about is because it's so entwined with the individual, with how he or she feels, sees the world, and values things. So it's difficult to convey the totality.
All you can do, really. One thing that's helped me a lot with my issues is realized what's in my control and what's not. I don't have a substance addiction, so I don't presume to know the best way to approach it (and that too, varies from person to person I'm sure). I will just say that I've been at my most content once I figured out the difference between succeeding at something and doing something. What I mean is, the focus is on forward progress, not necessarily the end result. So for you, going back to rehab is at least trying to make things better, and at the end of the day, what else can you ask of yourself?