Please Help! I can't stop crying. I'm so depressed its making me sick.?

I don't understand whats wrong with me. I'm 23male and have so much in my life that I should feel fortunate about. I'm not blind to the world and can see the obvious. I know I'm very attractive. I have gotten every girl I want and currently have a girlfriend that is unbelievably attractive. Materialistically, I have everything I want, A gorgeous sporty car, a pimped out SUV with big wheels and all that stuff, and live waterfront on a lake in CT. The thing is, I don't care about any of it. I cry every single day multiple times. I cry in the shower, I cry driving home from work and when I get home I lock myself in my bedroom turn the lights off, light a candle and cry. I used to cut my arms and have horrible, horrible bad thoughts all the time. Sometimes when I drive through an intersection I hope that a big truck will run the light and just tag me, ending the suffering that I feel. Please don't say stupid ****, like see a doctor or you need help...I mean no ****, ya think... thats why I'm writing this on here. I really don't understand why I feel like this. I have a degree in Finance, I'm smart and have a really good job. People always call me to hang out but I always say something like I'm still at work so I don't have to go out. I am seeing a doctor and have been seince I was 17. I actually see 2. I take medication and I feel the best I have in years but I still cry. And yes, I have tried all sorts of them and this works the best. Please don't suggest med's. I workout a lot too, sort of a gym rat. However I'm a loner there. I just lift and run by myself. I guess I have this thought in my head that I missed out on my teen life. My parents got divorced when I was a senior in high school. They were married 17 years. Now my mom is married to my ex-next door neighbor and dad's ex best friend. She's not like that though, she's very professional. I am so jealous of people i know because of the life they got to live earlier. I got a DUI my freshman year and ended up working full time and going to school full time to pay to drive. 400 a month for insurance not to mention other expenses. I feel I missed out because I never went out. I've never been single. I've been single for a total of 2 weeks since I was in 8th grade. I have had multiple girlfriends for years at a time. I just usually leave them for another girl and just start a new one. I get jealous of people who have had a promiscuous past because I haven't. i've been pretty much a faithful BF. It really bothers me with my GF b/c she was extermely promiscuous and has been with a lot of my friends before I knew her. I look past it b/c I lke who she is as a person and not just for her looks. I think I'm gonna move to CA and go to grad school out there hoping for a 180 degree turn around. I just want to find myself and see what its like to be single, however I'm afraid to be alone because I never have been. I hate my life and would give up everything I have if it meant I could be happy. I feel like life isn't worth it anymore. I missed out on the best time of my life and will never no what its like to have fun with little to no responsibility or worries. I am full of regret and don't think I have much left in me or to look forward to. Please help. I'm not crazy or don't need hospitalization. The main thing is I wish I was more promiscuous when I was in high school or college because thats all i want right now. I'm just so full of regret and jealously of the people that were, that makes me cry everyday.