The above answer gives some great examples from throughout the play, but I think Romeo shows all of these emotions in his opening scene (Act 1, Scene 1).
First of all, Romeo, in depression, is off moping by himself (he must be found by Benvolio) over his broken heart for Rosaline. He says he is in love with her, but she will not return it. Instead she plans to enter a convent. It turns out his love for Rosaline is based largely on the fact that she is physically beautiful. Romeo considers this beauty wasted with the idea that as a nun she will remain celibate (lust).
Benvolio gives Romeo the advice not to think about her. At this, Romeo shows frustration because it sounds like an impossible task. In fact, looking at other girls will only make him remember and long for Rosaline even more.
Essentially, this scene sets up Romeo's character perfectly. In a way, he is not even that dynamic of a character. His feelings for Rosaline can be summed up with identical emotions to his feelings for Juliet just a few hours later. More than anything, this points to his inexperience and immaturity.
Well, of what I understood, Romeo shows love pretty much all through the play, since the point when he first meets Juliet. Lust, in my opinion comes after the meeting (you know, like durin the period of time when hes waiting for her maridge proposal), also when hes banished from Verona. Depression is obvious before he meets her, while hes going on about how Rosaline doesant like him, and how he cant find love, also, after, when he kills Tybalt, theres a mixture of frustration and depression, because he killed his wifes cousin, and he lost a best friend (Marcutio) on th same day. frustration, I think is also presant when he first finds out hes Banished from Verona, and he says he much rather be sentenced to death, showing actually both depression and frusteration.
o yeah, depression also is in the play when he finds out Juliet is dead, and yeah, love could alos be put in that oart, because he is willing to kill himself to stay with her etermnally