A MATLAB wrapper is on SDK 2.0's list of upcoming features. Hopefully this will make development easier for you, since MATLAB is the environment that you are most comfortable with.
In the meantime, there is a Python tutorial in the SDK for displaying the depth stream in the console as ASCII text characters.
You could perhaps add a line to the script that prints the contents to a text file too. For details of how to do this, google 'python print to text file'. Looking at the example script, it seems that the output is stored in the variable called 'line' and printed to screen.
Here's an example of a guide to adding code to print to a text file.