If all religion is as depressing as living your life for another being with whom you have no interaction, then I'm glad I gave it up long ago.
Well Christanity at least is living your life for another being, though it is far from depressing and there is interaction, though it isn't on the physical level.

To address the “physical level” question, I should note that I'm not a very "experience" driven person and I'm not the type to get very emotional during worship. Yet there is no doubt in my mind (which of course is where many would claim the concept of “God” resides in its entirety) that I commune with Him daily. There is a clear hand that is always working through my life, molding me into a better person and giving strength when I falter. It’s hard to even put into words the relationship I have with my Creator, yet it is as real a relationship as I have with my wife or anyone else.

As for it being depressing, the evidence in my life suggests otherwise. I am a very happy individual, and the further I get along in life the more joyful I become. I attribute this to the work of the Spirit in my life, though I’m sure skeptics have their explanations as well. But most importantly, we were designed in God’s likeness, and ultimately what He desires is best for us as, whatever we think we might prefer. That is why serving him is, at least in my experience, far from depressing.
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-Jeff
Rome did not create a great empire by having meetings; they did it by killing all those who opposed them.