I don't know how to do this without ripping you apart, but here it is. You are not depressed. Do not hijack this word. At this point, in 2012,
depression is the debilitating clinical illness with potentially life-threatening implications. Sadness, dissatisfaction, melancholia, and such are all excellent terms that help describe the range of feeling you enjoy so much, and much has been written about how positive these experiences can be. But words are important, and when you say you "LOVE being depressed," it confounds the understanding of what actual depression is, a state of being that by its very definition, is intolerable and harmful to the person experiencing it.
Also, unhappiness is not fundamental to getting an accurate understanding of things, which is yet again unrelated to that "feeling of reality" you're talking about. Just as you function best under melancholia, others function best under happiness. You even betray this fact yourself when you say "some of the most famous artists, poets, singers, songwriters, inventors, did their best work during their darkest days." "Some," indeed.
There is no dichotomy between true and happiness. Understanding one's own mental states is certainly a powerful tool to getting the most out of life, but to glorify your own experience to the point where you claim that people who do not share your experience are "dreamers in their sleep" is itself the lie that shows a profound lack of understanding.
Edit: added harmfulness to the definition of depression. In fact this seems to be the key: mental illness (and in turn depression) is something that is only such if it causes harm to yourself and/or others. You are describing an experience that is beneficial to yourself and/or others.