See the complete list of 10 Catholic Ways To Cope With Depression here
I have been on 3 retreats in the last year and I have learned a lot about myself and have grown spiritually partly because of the retreats. Two of the retreats I went on were silent Ignatius retreats and one was an ACTS retreat. The ACTS retreat was more social and had more fellowship. I hugged more dudes the one weekend than I did my whole life. The Ignatius style retreats are more introspective and consists of more mediation. I would ask your priest if he knows of any retreat houses near where you live. These websites (click here) seem to have an OK list of retreat houses.
I would also like to note that when ever I went to a retreat I felt a sense of dread. I would say to myself, “Why I am going to this?” and I would think of skipping the retreat. You will probably feel the same way. Go to the retreat!!. Trust me. After every retreat I felt great.