I work out, eat healthy, have a significant other. But I still feel depressed half of the time. Is it normal?

Depressed? You may want to see a dr. Depressed mood can be both or either mental or physical. If you are suffering with feeling depressed, that must be rough.
Medication. I am not a big proponent of antidepressants. But if a person finds himself depressed for no reason, then antidepressants (something like 20 mg of prozac) can sometimes alter the brain chemistry enough that the unexplained depressions lessen and the person feels that he has a new lease on life. I congratulate you for doing so many health-promoting activities and wish you the best.
Probably not. All people occasionally have sadness as part of the range of emotions, but when depressed mood is occurring without an obvious trigger, is sustained, and is bothersome, the disease depression must be considered. Maintaining social engagement and staying active are helpful, but may not be sufficient. This symptom may represent a treatable illness and need not be "toughed out", your pcp can help.