Hello, I have a similar situation (prone to depressive episodes, young, eating healthy). Luckily I'm pretty handy in the kitchen.
Eating junk food feels nice at the time, but afterwards I feel terrible (either some kind of guilt, or my body reacts negatively to huge amounts of sugar or fat).
I support switching to less-fat milks, definitely. I actually went non-fat, and now any milk with a little fat tastes weird. Your mileage may vary.
I don't use butter very often (unless I'm attempting baking something). I use olive or sunflower oil for cooking. People say you shouldn't use olive oil for cooking, as it has a low smoke point (a lower temperature at which it gives food the "burnt" taste). There are two kinds as you know - extra-virgin and refined. With extra-virgin, it's best to use it raw, with vegetables.
You can use refined for cooking (refined has a higher smoke point, closer to sunflower oil).
If you like, you can add some spices, garlic, dried peppers, and the like to a small bottle of extra-virgin olive oil and wait for a few days, it'll make a good dip for bread, and a good garnish for salad.
I don't know whether or not you get fresh fruit and vegetables at a reasonable price in your country to make them your main food source, but these are the staples of my diet.
Eggs are very nutritious, but can be high in cholesterol. Be sure not to exceed two eggs a day. And also try to boil them instead of frying.
My mistake was that I didn't like eating meat so much, after a few months, I got B12 deficiency.
Try to expand your meat range with chicken and turkey breast. These can be easily cooked on a frying pan with a little amount of oil, are low on fats, and rich in protein. Unlike red meat, ensure it is cooked throughout. You can garnish them with vegetables and spices. (my favourites are curry, thyme, freshly ground black pepper, and laurel leaves - if you can get them) You can also add vegetables like carolina bell peppers and carrots into the mix. Also garlic and onions add a pretty nice flavor, if you like them. Garlic is very good in this aspect as it lasts in your fridge for ages, and goes with pretty much anything. You can also add some almonds or walnuts, or perhaps some hot chilli sauce.
The thing to mind with lean breast meat, is that it can get very dry, which isn't fun to eat, especially turkey. If you prefer, you can immerse it in oil and spices for something like 15-30 minutes before cooking. I don't, I've started finding it too oily that way.
And be careful, as white meat goes off notoriously fast. Cook it in three days of your buying it, and pay special attention to the expiration date and general look.
I can also recommend seafood. Be careful as some frozen varieties (not all), have unnecessary preservatives in them. I don't really mind a small amount of preservatives, but why ingest that when you can buy it preservative-free? Anyways, you can get some frozen shrimp, mussels, and calamari; put them in the freezer, and use them whenever you like. They go best with rice, noodles, and pasta (linguine is traditional). There are quite a lot of recipes on how to garnish them.
For fruit and veg based snacks, I can recommend to keep a supply of tomatoes, cucumbers, and carrots at hand. You can get a tall drinking glass, fill it to the middle with lemon juice, and insert carrots and cucumbers cut longitudinally into it. It's easy to make and tasty (and lasts days in the fridge). You can also get those peeler things to peel the vegetables. It also works on apples and pears. I also recommend those small cherry/cocktail tomatoes, as you only need to wash them and they're ready to eat. It's also rare for them to be tasteless like the huge ones.
You can also introduce peanut butter to your diet. Compare the nutritional info between brands, go for the healthier-seeming one. You can usually tell by the taste as well. I get Calvé's peanut butter in my supermarket (or at least, used to. I suspect someone is buying the lot each time it ships in). It makes for a tasty snack and also keeps you full. If calories are not a problem, you can add it to your cooking. It goes brilliantly cooked with turkey breast.
Try not to go overboard with juice and soft drinks. A little bit in once in a while is fine, but those things have a lot of sugar in them. You can get an orange and lemon squeezer things and make your own once in a while.
We all like a tasty drink, and you can add a small amount of lemon juice to cold water for the upcoming summer days - if you like sour, that is. You can also add some apple slices as well. It's a mild taste, but it's best if you're watching your weight (you didn't mention it, but I am, heh heh).
Oh, and I wouldn't recommend that "only eat food that I make myself" ideal. It's a nice idea, but too hard to manage, unless you mean those "microwave meal" type things. If you mean ordering food in, go for a healthier alternative, and you'll be fine. Sometimes you can be too tired/drained/whatever to cook, and that's fine.
I hope that was helpful. Feel free to ask specific questions as well.
