Please go see a counsellor/doctor/medical professional because although every feels down sometimes, you have been feeling like this for a while, and to have to self-harm to let out your feelings means you really need someone to talk to. Also a counsellor will helo you sort out your feelings and feel them and recover for them in a healthier manner.
I think that you find it hard to make true friends because you hide your real self. Your real self is hurt and depressed right now but you can' tell anyone. Obviously it'll be harder to be yourself when these people are so used to the image you project to them right now, but it's good to find out who your true friends could be. I think they'res an old saying someone on TSR has on their siggy 'I'd rather by hated for who I am then loved for someone I'm not'. I think that's a bit drastic right now cos I can tell you're fragile, but I agree with mangomaz, you don't need to have friends right away to start helping yourself, a trained professional who can listen to you and give you an outlet for your feelings is the best option right now.
I think you need to set yourself some goals as well. If you are in year 11 and under, if you switch schools to a sixth form for a-levels, it can be a fresh start where you can be yourself. Hint: if you have to think about what you say before you say it, you're not being yourself. It may be hard but you'll get used to it and feel much happier. People can sense when someone puts on a fake front, and however much you can keep up a facade, some people will guess and respect you less for it. Eventually you should aim for University, you can be yourself more, or be the person you should be, and feel most comfortable being, with no one from your past to drag you down.
connexions in my area has a counselling service so you should check your local one, your school should have one as well, and you can ring the samaritans at really desperate times.
Soz for the length lol xxx