It was a hard bday for me and most of my friends. 30 and 35 are the only bdays that have really made any impact. At 30 I felt like I was actually finally an adult. 35 is more like "Shit, I'm getting old and need to start planning for the future". Again, I've talked to a few people about this and it seems to be common but for some people it happens a bit earlier.
I'm not gonna downplay your feelings or tell you to get a cheesy new agey poster for your wall that says "Live In The Moment" but the best advice I can think to give before you make any changes (which I agree you definitely need to make) is to try to let go of all these regrets. Easier said than done I know, but this is something I'm trying to practice myself lately (again, partly due to my recent breakup) and something I've talked about w/ friends. Absolutely learn from your mistakes but don't let your lack of accomplishments become this dark cloud always hanging over your head. Be grateful for what you have and the mistakes you *didn't* make. In my drinking days, I almost died so many times in so many ways I've lost count. I also could have easily knocked someone up and/or gotten an STD.
Anyway, your situation is more common than you may think. Like others have said, you need to think hard about what will make you happy besides music, movies and books and figure out how to make it happen. Matt seems to think it's mostly career-related and maybe he's right and if so, a career counselor and/or grad school is probably the way to go. Changing careers is tough though (did it myself a few years ago when I switched from the moving industry to the tech industry) and if you're as depressed as it sounds like you are, it might not be the right time to do that.
Also, I have a feeling it has as much to do with your social life, if not more so. I get that you're close to your family (I'm the same way and it's the main reason why I moved back to SF after being in NY for a year) but to echo what others have said, it seems like a relocation may be in order. You seem aware of the fact that the environment you're in is full of ignorant, uninteresting and just plain unpleasant people so while I wouldn't argue that you're not a "nerd", being a nerd in an environment like that should be considered a ####ing badge of honor. You're too smart and too sensitive for Kansas- it's a good thing not a bad thing, just accept it. You can't choose where you're born but you can do something about it. Even if it doesn't last, a change of environment can do wonders for discovering more about yourself and what you want (again, I'm speaking from experience).
I may not come off this way but I'm naturally a loner as well (most Babblers seem to fit that description actually), bordering on rabid misanthrope. But I know that seeing members of my close circle of friends on a regular basis (usually once every 1-2 months) is extremely important to my mental health. Matt's claim that "old friends are the best friends" may ring true for most folks but not necessarily someone who grew up in the environment you did. There are cool nerdy people out there IRL who you'd be able to become friends with- we're not just online. And I know you're not really into dating but maybe give it a shot once you've managed your depression. I similarly had no interest for a long time (mainly during my drinking) and there was some trial and error when I started but if Trung can get a gf who loves his dorkiness and enriches his life, there's hope for anyone. There are lots of cute nerdy girls out there and believe me, it's easy to have the Groucho Marx approach of "wouldn't join a club that would have me as a member" if you don't even try but it's at least worth a shot.
And yes, start excising regularly. That probably accounts for a larger portion of your depression than you think and you'll probably be surprised at what a difference it makes. Everyone is at their own level but I recommend 30 minutes at least 3 times a week. Nothing major, just something to get the blood pumping (raw and furiously bro).