Is it normal for adult male depression sufferers to sometimes feel like weeping in despair?

Yes, you have clinical depression and it is completely okay to feel like weeping. If you dr. can't get your depression controlled so you don't feel so despairing, get yourself a better doctor. There is no need in this day and age to feel this way. There are very few cases of depression that are not treatable. Don't go on this way when there is good help out there. I've been there.