If I was to ever do that, though, I'd wait till we have all the EPs and therefore all the possible life states! 
Even then it wouldn't be possible unless your Sim was half horse. Unicorn is an occult. Then again...they probably have a mod for that, too.
TS3 is actually something that helps me kinda escape from reality a bit and it cheers me up a lot.
I also suffer from depression for close to thirty years now and the sims is wonderful therapy. If I don't feel like playing I read all the awesome stories on the forum. That always make me feel better.
Some things I've learned from experience on the subject: while you can't access your subconscious directly, your conscious mind
does have a direct impact on it. Depression doesn't just happen...it's developed. I learned that, while it's nowhere close to being easy, that depression can be
undeveloped in the same fashion. In fact, psychiatrists/psychologists attempt to do exactly that.
The way The Sims helps is by taking you out of the frustrating and stressful real world and placing you in a world that, on some level, is identical to yours (immersion). A world that is
easier, and filled with virtual people that
you care about. You know that when you want to achieve X, if you do Y you'll eventually succeed. And when you accomplish your Sim's goal, you're aware that it's
your efforts that made it possible...so
you feel good about it. It gives you a personal victory, and while it might not matter in the whole big scheme of life, it matters to
you. And when you get down to it, that's all that really matters.
Essentially, it alters the way your conscious mind works, which has a cascading effect on your subconscious mind. The trick is to carry that altered consciousness over into the real world when you're not playing. It's a matter of training yourself to think differently all the time.
