You sound like an "idea person" like myself. Realize that the supply of ideas far exceeds the skills needed to implement those ideas.
Spend a few years learning to implement solutions at employer expense (a programming job is good). When you have sufficient skills and experience, you can start your own business. A programming job is not so depressing if you think of it as a means to acquire skills needed to fulfill your dream. Maybe you are depressed because it takes so long to learn those skills. If you already have the skills, quit your job and start working on your own ideas.