I have been coping with extreme fatigue for many years. Is there a way
to cope with fatigue and enjoy life?

Is the fatigue a symptom of a disease or syndrome?  A researcher can
focus their search better because I've noticed many websites that help
you cope with fatigue due to cancer and other due to MS and others due
to Chronic Fatigue Syndrome (CFS).

Here is a nice site that talks about many aspects of fatigue due to
MS. Scroll down to the "What can be done to help" for some ideas:

http://www.msakc.org/Articles/CopingWithFatigue.htm

Here is a book that may help:

http://www.mypharmacy.co.uk/health_books/books/c/coping_with_chronic_fatigue.htm

Hopefully a researcher will help you further.

You may want to read about the herb "Rhodiola rosea" (also known as
Arctic root or Golden root).
  
://www.google.com/search?q="Rhodiola+rosea"+fatigue

Thank you, bowler.
 I had health check at hospital. They said I don't have any disease at
all including CFS.
What is MS?

Thank you, jackburton.
Is there any particular vitamin set that support fatigueness?

Vit B-12 helps some people with extreme fatigue.
http://www.immunesupport.com/ has good materials on coping.

However, you should not give up on finding a cause of your fatigued state.
Just because one (or many) doctors cant find a cause does not mean
that one doesnt exist. Clearly, something is "broken". Extreme fatigue
can be due to a variety of causes...nutrients, hormones, enzyme
disorders, toxicity, persistent infections, sleep disorders...
I'd suggest you visit www.lymenet.org and click on "newbie links", and
look at the list of symptoms for Lyme Disease, too. It's a
possibility.
Also, look into "sleep apnea".  There are innumerable stories of
people who didnt realize they were waking up 70 times each night...and
never getting REM sleep. Video yourself for a night sleeping and see
if you see anything surprising, or get a doctor to order a sleep study
if you have insurance.  A simple CPAP machine (helps breathing at
night) has literally given people their lives back.
I hope this helps. Just dont stop looking for a cause !

Thank you pantsinsocks.
Vitamin information is very valuable. thanks. I visited to different
doctors at least 5 times but every time they said it is because of my
depression. I take 60 mg prosac every morning but I don't take my
depression so seriously since after I started taking prosac I stopped
feeling depressed so easily.
 What kind of doctors should I see? Some of alternitive medicine are
so expensive that I cannot afford.

i suffered chronic fatigue for as long as i can remember. a year ago i
started taking welbutrin (budeprion) and after about 3-4 weeks the
fatigue vanished!

Go to www.endfatigue.com
On the left, look at his Online treatment protocol.  Its a
computerized doctor visit with one of the top CFS docs.  Its nearly as
good as the real visit...believe me...and I paid $2500 for the real
thing.  It will ask you a lot of questions, and then give you a
recommended treatment protocol.  Lots of vitamins/supplements
involved.
The best prices for vitamins that I can find anwyere is www.vitacost.com
At that same site, he sells a "Daily Infusion Energy Powder" mega
vitamin mix, that comes with a package of super, super high potency
B-vitamin mix.  I would try a month of that first.
Dont forget to do what I suggested in the previous comment.  Really !  
Best of Health.

Thank you, sliphazard.
I have used Welburtin but It did not worked to me. Anyway Thanks for info.

Thank you, pantsinsocks.
Now I am browsing this site. It looks like a good site.

Have you ever been tested for Diabetes?  This is one disease that is
extremely insidious in that it is not often suspect in cases of
extreme fatigue however, that is one of the symptoms of Diabetes. 
Another symptom is depression, mood swings, irritability - these are
not often talked about symptoms of Diabetes but they are very real.
Try eating a controlled carb diet for a week - using the formula of 15
grams of carbohydrates equals 1 carb.  Read package nutrition labels -
stay away from low carb foods and low fat foods.  Limit yourself to 6
carbs a day (that's 6 x 15 grams or 90 grams of carbs a day).  The
only thing you have to lose by trying this type of diet is your
fatigue and depression and maybe a little weight too.
Good luck!

What is your diet like? Do you exersize reguarly?
A good diet and regualr exersize is still one/part of best solutions
for many problems, even if it is being caused by a disease or
syndrome.

Have you had your thyroid tested.  Underactive thyroid or
hypothyroidism can cause fatigue.