One of my favorite perspectives on how astronomically lucky each of us are to be here is by Unweaving the Rainbow by Richard Dawkins. This is from Chapter one, The Anaesthetic of Familiarity, and shows how we've already won the cosmic lottery:
"We are going to die, and that makes us the lucky ones. Most people are never going to die because they are never going to be born. The potential people who could have been here in my place but who will in fact never see the light of day outnumber the sand grains of Arabia. Certainly those unborn ghosts include greater poets than Keats, scientists greater than Newton. We know this because the set of possible people allowed by our DNA so massively exceeds the set of actual people. In the teeth of these stupefying odds it is you and I, in our ordinariness, that are here.
Moralists and theologians place great weight upon the moment of conception, seeing it as the instant at which the soul comes into existence. If, like me, you are unmoved by such talk, you still must regard a particular instant, nine months before your birth, as the most decisive event in your personal fortunes. It is the moment at which your consciousness suddenly became trillions of times more foreseeable than it was a split second before. To be sure, the embryonic you that came into existence still had plenty of hurdles to leap. Most conceptuses end in early abortion before their mother even knew they were there, and we are all lucky not to have done so. Also, there is more to personal identity than genes, as identical twins (who separate after the moment of fertilization) show us. Nevertheless, the instant at which a particular spermatozoon penetrated a particular egg was, in your private hindsight, a moment of dizzying singularity. It was then that the odds against your becoming a person dropped from astronomical to single figures.
The lottery starts before we are conceived. Your parents had to meet, and the conception of each was as improbable as your own. And so on back, through your four grandparents and eight great grandparents, back to where it doesn't bear thinking about..."
I don't want to hijack Zaehet's thread by posting the excerpt in its entirety, so you can read the rest here, should help with any depression experienced:
http://richarddawkins.net/articles/91-to-live-at-all-is-miracle-enough