I'm also feeling depressed. For the first month of waiting I did fun stuff. A road trip visiting family and friends, camping at the Grand Canyon... But once that was done and I still had no visa, I lost the will to do anything fun. During the fifth week I was a complete wreck, ripping my hair out, crying, feeling like I was gonna throw up all day, laying in bed for hours at night not being able to fall asleep. Day 26 I had a nervous breakdown. Day 27 I took a deep breath and forced myself to calm down. I told myself that if it takes twelve weeks, there's nothing I can do about it. I'm keeping busy with work, and in the evening I try to go to the library, or go for a hike or a swim before I allow myself to go online and get worked up about the visa. Physically, I feel better, but emotionally I still feel drained.
Like you said angelchrome, I just feel kinda useless. I feel like a burden on my sister and her boyfriend, who I've been staying with for the last 3 weeks, even though they're awesome and have been trying to keep me entertained. Meanwhile, my husband has to do everything to get our new flat ready while starting a new job, and he's making family visits without the new wife. What a way to spend our first year of marriage. Also doesn't help that my parents keep asking if I've found a job in the UK and I have to tell them for the millionth time that I can't apply until I get a visa.
I guess I just feel like a turd floating pointlessly through life at the moment. I wish I could be cryogenically frozen and woken up when the UPS guy rings the doorbell with my passport.