What is the best treatment for severe depression?

I am currently on medication for the second time in my life, and for some reason, about the time the medication is supposedly going to start working, I stop taking it, I don't know why. I also have severe anger problems, like outbursts for no reason, I really like to break stuff, especially my own belongings, why I do this I dunno, I also have cut myself quite a few times, not really to kill myself, just because cutting myself makes me feel better, another thing I don't know why. I really love punching stuff, just destroying things makes me feel so much better. And it always seems I take out all my agression on the ones I wanna keep closer than anyone. Someone fill me in on something that could help besides talking with a psychiatrist. I hate that ****, cause it seems like they really care about what your saying then you realize they are just tricking you into admitting everything just cause that's what they get paid to do. So just let me know what you think.

Hi Rob.
Everything you say is completely right. It's obvious that your diagnosis of depression was correct, though I think you are also suffering from a manic disorder, which brings on your violent periods.
I too am in my second bout with depression, the first lasting about six months in 2001 and this one since April (or so) 2007.
The first time I didn't know what was wrong with me and thought I was going crazy. I finally, two months into it, went to a doctor and he told me I was suffering from depression. (I had resently gone through a divorce, one of my brothers had died and I had lost my job.) He offered to send me to a psychiatrist, but like you, I don't believe in a cure through talking. So he prescribed some medications and I took them, for four months. By that time I was feeling better, thinking straight and with plenty of get up and go, I actually felt like I had a reason to get up out of bed. My wakeful nights had turned into dream filled sleeps and I wasn't tired through the day.
When I entered into depression the second time, I recognized it straight away and went to the doctor, telling him I had depression and asking for meds. He agreed and now I am half way through my treatment. I'm already feeling a lot better. You know how nothing seems to be happening and all of a sudden, you notice an improvement, well I'm at that stage.
My advice to you, and I'm sure you already know what I'm going to say, is to get back on the medication and stick to it, until you're cured. You know it worked before and, I suspect, you know it will work again.
This time, when you see the doctor for a prescription, tell him you may be suffering from manic depression and let him know the other, destructive side of your illness. How you destroy property and injure yourself, he'll know what to give you and you'll be on your way to a cure.
I'm not sure, but we may both be in for more of these depressions, as life goes on, let's hope they aren't as powerful or long lasting.
So, get you prescriptions filled and take care of yourself, buddy. Don't let this sickness beat you.

Here's a bit more information I just thought of. I live alone and my daughter hasn't spoken to, emailed or visited me in over a year. I am now retired (a possible cause of my depression) and live alone, rarely seeing anyone for conversation. I find that I can get along just fine this way and don't need company, as part of my cure. The meds seem to do it.
I see other answerers advise you to see a psychiatrist and that may help, but if you are uncomfortable talking to them or don't believe in their profession, as is my case, don't bother with them. But do get help in the form of medicine. You'll be okay, just hang in there.

hear a book called energy medcine by donna eden. the exercises in it will help.
you should seek professional help
I too am on meds, and they work good up until the day I forget to take them. But also for me, I have to have time to myself to think about things and I have to have girls nites every so often.
no psychiatrist is never the answer. what i have done to deal with things like that is sit in my room and think sbout everything in life and it actually helps.
you have a seriouse delema on your hands in one senario you take meds the rest of your life the other is you go through friends like ther are a lot of them out ther. not!
exercise! proven to help depression and in your case seems like it would be really helpful to get out your aggression and energy. exerecise til you are exhausted and you'll sleep better and maybe be too worn out to break stuff AND you'll have a good, healthy body which might help your self-esteem. eat very little meat and get your protein in other ways (you need it for working out) and take b vitamins (helps control your emotions) if you are really serious about wanting to improve your state of mind take a meditation class along with the exercise