ALostSoul

I think your best bet would be England, of which Joseph Smith said something along the lines of the blood of Ephraim flows rich in that land. If you have access to a church almanac, you can read a brief history of the church in every country in the world, along with its population, the number of members, the percentage of the population who are members of the church and the number of stakes and wards, 

I live in England!! If you want to PM me I will be happy to answer some questions

All I can add is that if you don't already speak the native language where you're going, you might want to choose a place where English is commonly taught - e.g. in Germany (and Austria), at least in the large cities, it's common for people to know English (don't even ask, some consider it insulting if you ask, it's just assumed); but in Budapest, pretty much no one knew English.  We got by OK in Prague (the people there are really nice, and seemed to know enough English for it to work).  But of course, I visited major cities - it will be different in small towns / villages.
And I agree about finding the church - large cities, yes, more rural areas will be harder (but then, most universities with exchange programs will be in larger cities).
With the exception of long winters (and depending on where in Eastern Europe you mean), I would choose Scandinavia over Eastern Europe every time.  Helsinki and Stockholm are both nice places (the only parts of Scandinavia I visited).
Oh, if there's a US Embassy in the city (i.e. if it's the country's capital), there's a fair chance of finding an English-speaking branch of the church.

(The bolded is depression talking)
You should talk to him about these concerns.  That's exactly what he's there for.  If you feel that this particular counselor isn't working out for you, there's no shame in trying someone else out.  Finding the right counselor is a lot more like finding the right coach (cause that's what they are) rather than computer repairman to give you some binary solution (humans are much more complicated then that).  I myself tried out three counselors before settling.  
As to balancing short term activities (like hobbies) vs long term stuff, both need addressed.  I know when I was depressed I wanted to focus almost exclusively on the long-term, and didn't pay any attention on doing something today that made me smile.  Some people are the opposite.  

I understand faith is a major part in being healed and that we should all look towards the spirit when things seem unbearable, but I also understand that sometimes its hard to even get to the point to be able to rely wholly on faith. I know personally that I tried for a while to not take any medication and only try speech therapy to overcome my issues, but it definitely was not enough. I feel bad saying it, but looking back, there were several times where I could not feel anything, including any empathy or desire to do more in the gospel. I understand that it is a part of what I am going through that makes it more difficult to feel the spirit and rely on God; even when I was reminded of the wonderful blessings promised in the life to come if we remain faithful members of the church, I could not even feel relieved because all I see now are the pains I go through.
I don't think we should blindly follow any advice given without confirmation of the spirit, but part of being on the Earth at this time is that we are blessed to have knowledge far surpassing that even decades ago, where priesthood blessings had a different but equally important role in healing the sick. I understand not wanting to follow every bit of advice when it comes to certain things, like medication with side effects. But I know that even those are essential for some of us right now. I am still trying to get the right medication down. I am fairly certain that the medication I have been receiving is not the right kind and that I likely don't have bipolar disorder. I am trying to remain patient, even though it is very hard and I continually have boughts of depression, anger, impatience and despair. I will try my best to hang in there and not be so forgetful and little in faith.
 

IMO, I think many types of behaviors-not all but many are learned behaviors. Is it possible that depression is genetically passed down?  Possibly,  but it's also very, very possible that at a very young age we learn depressive behaviors.  For example, if one has a parent that is constantly bemoaning the world, saying things like "I can't do this", "I don't feel good", etc. I can guarantee you that the child will begin to pick up those same habits-they will say and do things that mimic the parental behaviors. So in effect, we can train or not train our children to have these attitudes.  Does it work in all cases? Absolutely not, but children do mimic behaviors from their parents.
I also think we need to recognize where these feelings come from.  Certainly not from God; the scriptures tell us that "Adam fell that men might be and men are that they might have joy".  The purpose of this life is to gain a body, experience mortal life, have joy in the journey and then return to our Father. We also know that Satan desires that all men might be miserable like unto himself.  We have good, light, life, laughter, joy, all those good things come from God.  We have anger, malice, hatred, despondency, etc. those things come from the Devil.  In this life we are expected and must experience both, the sadness to understand better joy, anger to better understand peace, etc.
In addition, we are given free agency in this life to make the conscience choice on how to live our lives.  While we might be trained in a certain way, while we might be influenced in a certain way, while we might have horrible things happen to us-life is a conscience choice on how to live.  A huge part of being a fully formed adult is becoming responsible for oneself.  There is no person out there who is going to magically solve this problem for you. There are guides along the way who can help, but ultimately learning how to become responsible for oneself and choosing what path you want to go down is, learning to more fully rely upon the Atonement of Jesus Christ to help heal your soul that is what will help you the most.
And before someone spouts off, I don't know what I'm talking about-I do know what I'm talking about-I've lived it in my family and my family has conquered it too. I know what it is like to train a child to be depressed, and I know what it's like to train a child to have grit, determination, self-sufficiency, etc. I know what it's like to live in a depressed household and I know what it's like to slay that beast and how it gets slayed. The battle can be long and hard, but it can be won. And I guarantee you, the more accountable you are for your actions, the more responsible you become, the more you make a choice to choose the better part, the more you rely upon Christ to heal your soul, the more that this problem will fade away.  You are 18 years old, you literally have your whole life and whole world ahead of you; choose to embrace it, choose to have joy in the journey, choose to be the best person you can be, choose to do something that will help out your fellow man (helping out your fellow man by providing service through a job), choose to do something productive with your life. God gave you a body to be on this earth-yours is the power to do with it what you will.  Get up and do something more than worry about your own problems; a magical thing happens when you stop worrying so much about yourself-you end up being happier. Nobody, not the doctor, not your parents can make you happy, being happy and finding joy in life is a choice.
Invictus is one of my favorite poems and there is so much truth in it.
Out of the night that covers me,        Black as the pit from pole to pole,  I thank whatever gods may be        For my unconquerable soul.    In the fell clutch of circumstance        I have not winced nor cried aloud.  Under the bludgeonings of chance        My head is bloody, but unbowed.    Beyond this place of wrath and tears        Looms but the Horror of the shade,  And yet the menace of the years        Finds and shall find me unafraid.    It matters not how strait the gate,        How charged with punishments the scroll,  I am the master of my fate,        I am the captain of my soul. 

I had severe depression and even attempted suicide twice in my life. I was able to curb this path that I was on by reading The Dark Side of the Light Chasers by Debbie Ford. She's not a member of the church and theres not much God in the book but it doesn't exclude a theist viewpoint. It deals mainly  with projections and our relationship with the shadow, the parts of ourselves that we have repressed. This book enabled me to not only recognize myself as the young child I once was when I was free and full of endless possibilities but also gave me the ammo needed to challenge the parts of me that kept up that mantra of "youre not good enough." "Compared to what?" I ask now. What part of me is so vile that I do not have the absolute right to exist? What justification is there that anyone could make for that? 
I learned a lot of empathy for myself in using that book and in turn gained a ton of empathy for others, other people lost and struggling in their private moments with darknesses that made them say "I am not good enough." Once you open your heart to love it doesnt stop, it floods into everything else. 
I'm reading Believing Christ by Stephen Robinson right now and it has also opened my heart to understanding the atonement. That one is written by a member and very doctrine centered. You're never alone and Christ can take these burdens from you if youre willing to lean on him. I would recommend reading Ford's book first if you choose to. I was not going to church at the time i read it and i think conceptualizing the saviors love for me would have been harder and maybe impossible if i had not first broken down my inner walls and looked for the things worth loving inside me. 
I remember how it felt to be lost to that depression and it truly can be crippling. 

Keep on being strong! Remember the Lord will never, I mean even, give us something that we are not capable to endure and overcome. Although challenges may seem hard you obviously have a strong spirituality about you and will soon find ease in your trials. Remember to always look to the Lord when you feel like nothing else is working. ?
I am 18 as well, turning in my papers soon for a mission and I understand what you mean by worried about the future. If you have a patriarchal blessing I suggest you read that as soon as you can! It will give you hope and you will soon forget the bad, and start to ponder the good:) 

So, a little update and perhaps a few questions. I saw a psychiatrist and in the diagnosis I found I might have a small case of bipolar disorder. Ive been on bipolar meds now for a little over a week. I was a bit shocked to find out I might have it, but there's still a possibility I have other things. I'm hoping I will be able to function a bit better with this medicine especially now that school is in full swing. The biggest issue is the problem that I have faced for most of this hard time, which is finding a purpose and resolving the issues I dont believe will be gone just by seeking medical help. Trying to keep an open spiritual mind and be as in tune with the spirit as I can, but it's hard to find the hope and motivation to keep on a good path. Still trying to understand what to do during this time and what I should be focused on.

I really like how the IA shifted focus and power from DC back to the people all across the nation.. The long forgotten are forgotten no more. 
Like Vort, I think this is a backhanded slap to the faces of everyone who has forgotten who is supposed to serve whom. A not so gentle wake-up call that will no doubt continue to be ignored and vigorously resisted, though increasingly to their dis-benefit.
I am particularly pleased to see all the protesting--not just because, as Rush indicated, it show the world who these people really are, but also it is an ironic and unintended celebration of free speech. The intolerable behavior of the intolerant is fearlessly and graciously tolerated by the truly tolerant. Let the self-discrediting weeping and wailing and gnashing of teeth from the rent-a-mobs stand as a monument to their collective immaturity, as well as a monument to the greatness of America for given even buffoons the freedom to speak their minds-what little there may be.
All in all, a good day and a positive step towards greatness.
Thanks, -Wade Englund-

Hi ALS!  Just wanted to say that your experience is almost word-for-word what my wife says she went through in her teens.  The depression, the trying to pretend to act normal, the bleakness in trying to find something worthwhile, the anxiety about all of it.  
That was a couple of decades ago.  She now has two kids and several flocks of prizewinning turkeys and chickens.  She's been able to change lives for the better, because whenever some teenager starts laying out their woes and says something like 'you don't understand what it's like', she says 'bet me.'   She has given this advice to a lot of folks in your situation, and I'll pass it on to you here:  Yes, things suck right now.  It gets better.  Don't do anything stupid (like betray your morals or try to kill yourself or try to self medicate with drugs or alcohol), and just focus on making it through your crap.  It does get better.

Also, this:

First, sorry it took so long to comment on this,as I've been preoccupied. I really loved some of the things mentioned here.
Thank you Literate, I am grateful for your support and empathy. To answer a few of your questions, the depression isn't from abuse but is clinical, mostly because it runs in my family. I have been talking with my therapist about different ways to outlet my feelings in a healthy way, like exercising, and I am trying that as well as a few other things. I heave been thinking of ways to keep my mind off my issues that are most prevalent, but as you're likely aware, my thoughts often get in my way. I believe the most important thing to do is to find something to base my mind around besides the gospel, at least in the day-to-day sense. I am glad that I am not alone in having these feelings and have even considered doing group therapy. Thank you again, I am grateful for your prayers and wish you peace as well.

I dated online, it's where my wife found me.  (Yes, she found me, I didn't find her, it was way cool) Funny enough, the thought I was a prude at first, I simply later explained that I am LDS, she got bonus points when she told me she was LDS too. Dating her was intimidating, she's one of those women with striking looks, there I was, an awkward Army staff sergeant. The email exchanges were fun, she is witty, sarcastic, things I like. 
One of the things I liked about online was that it expanded greatly the pool of choices in people to meet, as well as weed through the wackos. 

That's a toughy... I have no idea what that would be like O.o . If marriage is that important to you (which it should be  ) maybe move to a college town with a larger YSA? Most large scale colleges have YSA's, and they tend to be better schools where you can achieve a greater education. I would suggest weighing the pros and cons of staying at your community college with going to a larger school. You definitely don't want to lower your standards and start dating those who don't share them. And I personally would not date a girl not of the LDS faith, not because they arn't "good enough", but because I would expect a temple marriage with them and won't settle for less.

Also, if you haven't already, I would encourage serving a mission (If there are medical reasons why you can't than don't worry about it).

@ALostSoul, I'm so sorry you are struggling with this.  I don't know that I can offer you any advice, but you have my prayers on your behalf.  Please don't give up - we'll be happy to talk to you here all you want, and January isn't far.  I'm sure the right therapist and antidepressants can help.  Try to keep studying the scriptures and praying, so that the Spirit can help you.  Please know that you are loved - by God, Jesus, your family - even the family who have gone on before you, the spirits who knew you before this life, and by brothers and sisters in the Gospel who don't even know you yet.  All of us want the very best for you.
There are others here who are better qualified, and I'm sure they'll be along to make suggestions for you.
PS: You're not lost to God, nor to Christ - they are very aware of you.

@zilThank you for the encouraging words. I will try to keep all of this in mind. I know that my family and others love and care about me and I care about them. I just need to figure out how to find purpose and hope in this life to counteract the bad. Thank you also for your prayers.