You're not wrong -- it is a depressing and violent show. That's actually a deliberate choice in the storytelling, because if everything went Walt's way, or if everything turned out okay, it would seem fake and "TV-ish."
FWIW, I worked on several seasons of Breaking Bad, and personally, I never recommend it to anyone. People find it on their own, like it, and then we talk about how much they enjoy it, but I don't urge people to watch it, because I picture them sitting there as someone dies horribly, wondering: Why did Kate think I would like this? (Of course, some people insist on watching it because I worked on it -- like my mom -- even though I suspect it's not really her kind of thing.)
To be clear: The writing, the acting, the camerawork, the production design, the editing, the music -- jeez, pretty much everything about the show -- is astonishingly well executed. (Okay, it's not THAT astonishing if you know how much work goes into it, but still... many shows work nearly as hard, without similar results.) The people making Breaking Bad are the most able, thoughtful professionals I know, and I love the show because each hour represents months of their hard work, made tangible. And I delight in their brilliant storytelling and the subtle evolution of the characters -- a producer once remarked that the BB writers throw away ideas that another writing staff would consider themselves lucky to think up, and he's right. If Fabergé made a TV show, it would be Breaking Bad. (I mean the fancy Russian egg guy, not the aftershave company.)
But yes, it's a VERY dark show -- from the first episode, we're following the last days of a man who is dying of cancer, having wasted the first fifty years of his life on the mundane business of day-to-day life when (as we see) he is a gifted scientist and entrepreneur. The moment he begins to use his abilities to prepare for the future, he also begins a slow slide into the very worst aspects of his character, especially the pride and the fury that he has ignored and/or smothered until now.
Judging by various fan discussions, some viewers have found a way to live vicariously through Walt and Jesse, and somehow, they manage to ignore inherent tragedy of what's happened to both of them as a result of their actions. (Or weirdly, they hate the characters who make that tragedy more evident, as with the sizable number of people who hate Skyler and Marie mostly because those two characters are examples of people trying to resist the temptation of the dark side).
Other people -- and I'm thinking here of some recovering addicts I know, and other folks who've known great sadness in their life -- take comfort from a TV show that doesn't paint an artificially rosy picture of the world. They know life sucks, and Breaking Bad gives them an hour a week where that truth is reflected back to them. (Versus the typical episode of "Psych," where nothing too terrible happens.)
If you're asking for help getting into the show, I recommend getting S1 & 2 on DVD, and watching the first 10-15 episodes over the space of a week. That will take you to Episode #208, Better Call Saul, with the very, very funny Bob Odenkirk. If you still don't like it, stop. It's not your cup of tea, and that's okay. But definitely start with the pilot -- it sets up the whole series, and if you skip it, nothing that follows will really make sense. (I recently heard someone who hasn't seen the pilot describe the show as "that crazy show about the teacher who cooks meth." That's how most people think of BB if they haven't seen the pilot, which really makes it clear that Walt is dying and living on borrowed time in a way that my words can't convey.)More questions on Breaking Bad (TV series):