If you feel like you are in danger of making a suicide attempt, it's probably better to be on meds, even with the potential for side effects. Loss of bladder control might be scary, but wearing an absorbent undergarment would probably take care of that.
The links in my signature have some information about treatment methods, including alternative and self-help methods.
In particular, I'd recommend trying acupuncture and traditional Chinese herbal medicine. Acupuncture has been endorsed by the World Health Organization for treating a variety of conditions, including depression.
Teaching clinics often offer quality services at affordable prices. I might be able to help you to find a teaching clinic if you are interested.
Some dietary changes might help. I found that avoiding foods with chemicals, and trying to consume everything cooked and served warm helped a lot with anxiety. I only drink warm or slightly hot water now.
If you do see an acupuncturist/TCM practitioner, you might want to ask them what other things they would recommend for you besides treatment.