I may be a bit nit-picky about semantics, but anyways...
>>2
I think "being depressed" is more of an expression of a feeling; i.e., it's the same as "feeling depressed." We generally use the verbs "to be" and "to feel" interchangeably.
However, I agree that the stigma of mental illness still exists. From my experience in the mental health system, even professionals have the tendency to label someone as "depressed," "anxious," "borderline," "bipolar," "schizophrenic," "narcissist," "psychopath," etc.
One huge problem with being objective and "honest" while depressed, is that our distressful emotions can become so overwhelming that these emotions get in the way of our objectivity. These emotions distort our minds so we tend to think in extremes. As we think in extremes, our distress become more extreme, and with this spiraling effect, we get stuck in our head. One of the goals of cognitive-behavioral therapy (CBT) is to (1) catch ourselves making these cognitive distortions, (2) find evidence from the real world to support and counter these extreme statements, and (3) from our supporting and countering evidence, make a balanced thought so that we don't feel as much stuck into our thoughts and feelings.
As to whether depression (or mental illness and addiction in general) is a choice, I think that we sometimes see it as two extremes: a personal choice, or social responsibility. I think it's better to find some perspectives supporting the two extremes and make a balance between the two. This article from Mind Hacks kind of discusses the debate of the two perspectives: http://www.mindhacks.com/blog/2007/08/addicted_to_neurobio.html
And when I was depressed, I considered myself "honest" to my pessimism; however, now I'm somewhat remitted from my depression, I see that pessimism as a symptom of "learned helplessness" more than anything else.
Depression can be seen as a "disease" that's resulted from a "chemical imbalance" (of e.g. serotonin, norepinephrine, and dopamine), which can be treated with medications. Depression can be seen as "atrophy" of the brain where certain parts of the brain (e.g. the hippocampus) are deteriorated due to the lack of neurotrophins. However, depression can also be seen as the brain's response to excessive stress. This stress can be contributed by our environment, but also by our "maladaptive behaviors" which can be unlearned through therapy.
People who self-injure and who engage in parasuicidal acts may look like that they are looking for an excuse; however, it might be true that these behaviors are the only ways that they can end their pain - at least temporary.