Great to hear that sporting in the past kept your weight down, I have good hopes that it will do so again. And of course you can ask me why I am here. It is because I suffered from depression myself, some months ago. In fact, I suffered from it for years, but only recently it became so violent that I couldn't delude myself that I was ok. After receiving huge amounts of help here on HW, and after a radical change in my thinking, I got better again. I stayed because to me, the reply's of the members here really helped, and I hope that my reply's will help some members as well.
Joc, you rightly state that exercising leads to an increase in apetite. That is normal, however. As a youngster, I have the privilige to eat whatever I want without gaining weight, but I still watch what I eat though. After exercise, I will eat fruit, like an appel and an orange, or a banana. I also eat more at dinner, but most of the time our dinners are freshly made rice or pasta dishes, so not too many calories and fats in there. You could try to eat filling foods, without too much calories and fats, like a simple salade with tomatoes and maybe cucumber. But I am no expert at food, be beware of that! It might be better for you to talk to a professional (maybe at the clinic), to help you with this.
Personally, I am somewhat against diets, because they are so restricted, as you stated. People don't eat much more than 150 years ago, but they tend to sit still all day, while 150 years ago people would work there butt off for up to 15 hours a day. So exercise can lead to the same, and I believe better, results as a diet. Only it will take more time, because you need to work out, maybe one hour a day. But I believe the benefits (lower weight, better stamina, more muscles, etc.) will be worth it.
I hope this somewhat helps you!
Acceptance is the key
Existential depression and Insecurity
Try to keep smiling! :)