Oh, well then totally ignore all of that. x.x Well except the part about where to do it. Ignore the first part.
In that case... Don't break up with him. Talk to him about it and ask him how he feels. That's the key part here. You might still end up breaking up with him, but you need his honest opinion on how he feels about your problems. At this point, I don't think it's your job to decide his happiness. (Not trying to tell you you're doing something you're not supposed to. >.<) For all you know, he might be totally fine with your problems, and would be heartbroken if you broke up with him. In fact, he might even get angry that you were trying to decide what's best for him. If he really does like you, he probably wants to work through your problems with you, rather than just break it off. So, the only thing left to do is ask him and find out how he really feels. Discuss it, as a couple.
Because from where I stand, he really cares about you. He hasn't broken up with you yet, because obviously he doesn't care about your depression or family issues. (That came out wrong..) I mean, he cares about you so much that he's willing to work through them with you rather than lose you. Ferrari, I would seriously reconsider breaking up with him. A lot of girls would kill for a guy that would do that for him, and you might regret losing him. Again, ask him how he feels and work it out from there. But I really think that you should stay with him.