I've come out to everyone that matters to me, except at work. My immediate family (sans my only living grandfather), my wife and her immediate family, my close friends and my doctors. There were some bad reactions (notably two, my father and sister), a couple of people who don't understand and may never, a couple who are very worried about my wife, and mostly people that are happy that I'm happy. To be honest, I'm over most of it. I'm living my life in the only way I know how and I've done my due diligence by getting the facts out there. Now it's up to everyone to either get onboard, or gtfo of my way. Cruel? Perhaps. But I'm living my life, not them, and I'm not hurting anyone, so I don't feel that I should second guess my decision on this subject.
Now, that being said. Since I finished coming out to all of these people, I have felt more relieved because it's fewer people I have to hide around. However, I still have places that I have to hide, and my wife imposes more restrictions on my female presentation with her in public than I would like at this time. These things are what cause me depression, not the small rifts I've caused in my relationships. The fact that I have to get up and go to work and pretend to be someone I'm not, wearing the boy clothes, and using the wrong restroom, that's what depresses me. Some days lately I just want to go out wearing a dress but can't and have to wear hot and saggy jeans when it's 90 degrees out with 100% humidity. Grah!!! And maybe it's the hormonal mood swings, but I couldn't be happier with the path I'm on. Any discomfort I've felt along the way has been peanuts so far.
Not sure if this is a completely valid followup to your initial post, but I can relate to having depression since coming out, but for different reasons I think.