I'm an atheist and pessimist. What does that have to do with your problems? Well, I just want to share my viewpoint. I guess it may help.
There's no "supernatural being" that will help me pull out of any difficult situation. I'm always "on my own". No "voice from the heavens", no nothing. That makes me stubborn when I meet hardships: heck, if I don't try and try to overcome them, I never will. So I try. And I manage. Always.
Keep this in mind in conjuction with another atheist-pessimist... combo breaker: there's no "happy afterlife". When you die, you're nothing. You're gone. So, if you ever think of suicide, it won't be "an easy way out" or "a way to go to someplace better", but the end of whatever you have here. That includes the good stuff. What "good stuff", you may ask, since you're in the dumps right now? Well, get out and look around you!
Sun. Air. Food. Sleep. The simple things in life, that noone can take away. Other people, either they like you or not - life is interesting, at least, and worth living. Problems come and go. You stay. You are the epicenter of your own microworld, and there -must- be some things you like and wouldn't want to lose, some things that keep you going. So what if your girlfriend dumped you? Aren't there other people out there? Do you know for sure that you'll never meet someone even better for you? So what if you don't have a job right now? I have, but every single day they're telling us "we're finished, in 1-2 months time, we're all out". That in itself has made all of us want to freakin' stop working, even if that will mean "we won't have a job". It's like watching a bad porn, where a hairy midget shouts for 20 minutes "I'm coming, I'm coming"... Yeah, life's like that.
Part of what you feel comes from the "conditioning" we've lived through in our lives: we grow up learning that "consuming is good", "humping a beautiful blonde woman with big boobs for the rest of our lives is good", "earning more - and paying more is good"... Life's not capitalism or a porn movie. Life's sitting on the grass with some friends and talking 'till the morning, life's watching your favorite movie for the umpteenth time and finding something new in it, life's being with your relatives, who unconditionally love you - even if you don't really "get it" until it's too late and you realize what you lost.
Got it?
Now, get away from the bottle - it only makes things worse. Start looking for a job -ANY job- and going out with any available mates. Talk to your parents and ask help - for everything: have them keep an eye out for any job offerings, ask them to understand your position and let you live a bit more with them.