Ok, suppose at the moment you feel very depressed, even suicidal. What do you do? You know that you should take action.
What could be extremely effective Right Now?
Believe it or not what you'll learn is extremely effective and It is not Anti-depressive drugs or psychotherapy or exercise or ECT.
The answer is sleep deprevation. Sleep considerably less this night and next day you will be virtually no depressed. The effect works on short term, so every time you feel very depressed you need to deprive yourself from sleep.
This treatment is known to the mental health community since many decades ago, but it fell out of favor because of introduction of effective anti depressive drugs. Now it seems that a combination of sleep deprivation and depressive drugs can be even more powerful for treating depression.
Although sleep deprivation is Very Powerful against depression carries significant side effects, like cognitive deterioration, immune system suppression etc. Effects are reversable after returning to normal sleep patterns. So, my suggestion is to use sleep deprivation only in severe cases of depression. For mild depression sleep deprivation can make you significantly more error prone and it probably doesn't worth it.
All these are best applied to adults. In minors prolonged sleep deprivation can lead to permanent conditions like reduced growth than their otherwise expected one for instance.
So, to sum it up. Next time you feel very depressed, even suicidal and you need to get yourself out of depression Now, deprive your self from sleep, stay awake the whole night. The antidepressive effect won't cure you, but it will temporarily get you back to normal. The effects are striking. I remember it myself, when I went sleepless in university (I didn't have depression) to finish courseworks once a while, I felt a strong general euphoria the next morning (but generally with reduced attention and clumsy bodily movements).
For curing yourself of depression you need psychotherapy and/or anti-depresant drugs or other treatments (e.g. exercise, better nutrition, supplements etc).
Here are some links on the topic:
http://www.webmd.com/news/19991116/bene ... depression
http://www.mentalhealth.com/mag1/p5m-dp05.html