Ease up on yourself, hon.
First of all, high school is not necessarily "the best time your life" and there are times when I think whoever first started that silly myth should be smacked upside the head with a wet noodle. You couldn't pay me enough to re-live my high school years. :P
Things will get better, really, and you have many "best times" in your life to look forward too. Meanwhile, enjoy yourself when you can, but remember that this is a time for learning about your world (and I don't just mean school stuff), about stretching your horizons, and about slowly getting comfortable in your own skin.
It's normal to be depressed some of the time; nearly everybody is because of situations, or hormones, or whatever. However, if you find yourself thinking about hurting yourself, or if you spend so much time depressed that it seriously affects your grades or your social relationships, you probably should talk to a school counselor or another adult you trust, and see about getting some professional help.
Something else you might consider is keeping a journal. A journal can be a good outlet for your feelings, and also provide a way for you to look back and see if there's any sort of pattern to your depressed episodes. While you're writing, try to find something good to write about each day, to help balance your gloomy perspective.
And I've got no illusions about you.
Guess what? I never did.
When I said, when I said, "I'll take it."
I meant, I meant As Is.
--Ani DiFranco, "As Is"