You're just experiencing the same thing we've all been through. Can't live with alcohol, can't live without it. But as everyone said, albeit indirectly, the problem isn't alcohol. It's you. By abstaining from alcohol you have the opportunity to change your character, but it doesn't happen automatically. You have to work at it. Just merely abstaining from drinking will never change anything. You'll always be the same miserable, unhappy person you always were.
Most comments have recommended you try AA, based on their personal experience. I recommend it, too.It worked for me. Go to a bunch of different meetings and check it out. See if you think it'll work for you. If you decide against it, no harm done. There are other programs out there. You should be able to find one that appeals to you.