Depressing indeed! Right now, since my office is right inside my living room windows, I have to close the curtains for a couple of hours in mid-day because the sun is shining directly into the windows. After some time I can open them again because the sun has moved behind the new high rise next door. 
My office is right inside my living-room windows, too. At this time of year I'll take all the sunlight I can get! In the summer it's too much in late afternoon and I'm forced to turn on the AC for an hour or two.
This kind of speaks to why I like to put up Christmas lights outdoors. If the lights come on shortly after dark, I like to be able to look out a window and see the lights shining in the darkness. It's sort of like the lights are defying the darkness.
Do you have a balcony? I've thought about putting lights up either inside or on my balcony.
You wonder how the Ancients figured out how bit by bit the daylight began increasing after December 21. I mean, sure, eventually you would notice (by February at least, its really noticeable), but it's such a small increment at first. How did they figure out when the solstice was? It makes perfect sense to me that you would have a celebration of some sort to celebrate the coming return of the unconquered sun.
Good question! At some point, of course, they fashioned some kind of time-keeping device. Certainly by the time Stonehenge was built. A sundial wouldn't be that precise though, would it?
I still don't quite understand why sunsets start getting later mid-month but sunrises keep going. I mean, I realize the result is that total hours of daylight continue shrinking until the 21st, but why would it be one-sided like that?