I never allow myself to get depressed. I had a problem with OCD a few years ago and it was then that I learned that I am the only one who can control how I think and feel. How you feel is related to your thoughts, your actions and your environment. All of these things can be controlled.
What I've realized about myself over the last few months is that I have a tendency to go through emotional highs and lows, not to a bipolar extent, but definitely noticeable. I theorize that the emotional high peaks during times of extreme creativity, which uses a lot of mental energy, so it is followed by a day or so of sluggishness so I can rest.
As for your problem, it sounds like you're bored. I am reaching the point now where I almost financially independant, and what I continually realize again and again is that money isn't a ticket to happiness. Even if I have a huge house and 10 sports cars, I will still be me. Yet I still want to make as much money as possible. Not so I can have the best of everything, but so that I can be free to do whatever I want whenever I want. More than anything though, I need to excel at making money so I can fund all of my entrepreneurial endeavours.
I believe that happiness, for an ENTP at least, comes from using our boundless creativity to solve problems, and knowing that it is appreciated when we succeed. What I've also discovered is that the higher the level of perceived difficulty, the more satisfaction I get from it. Two years ago I decided to start a business. 95% of the people I know thought it was a bad idea and all thought that it was destined to fail "based on statistics". I did it anyways and now have a business with a good profit margin, a strong vision, and a growing client list. Yesterday I decided to expand into manufacturing. Again, I told a couple people, and the reactions were as I expected "this product isn't marketable yet", "there's no way this will work", etc. My parents are the worst at this, primarily coming from their SJ lack of foresight. I love them, but they don't really understand my enhanced (and unmatched by most people) view of the world.
Ultimately us ENTPs are a bunch of weirdos with high intelligence, great social skills, unique perception abilities and unmatched logical creativity. We live in a world that is dominated by sensors who think small and act small. This goes against our very nature and not allowing yourself to escape their traditions and customs is a surefire way for an ENTP to feel depressed. Embracing your strengths and making use of your visionary superpowers is the road to happiness.
One last little note: I've also discovered that I am most happy during the chase. Once I get what I want I often have this sense of "now what?" leaving me bored and searching for the next big chase. I am certain that most ENTPs can relate to this.
