Antidepressant questions

I went off my Prozac about 2 months ago, and it was not under a doctor's supervision/guidance—I was living somewhere I didn't feel comfortable taking daily medication for depression and anxiety and I was starting to question whether it was helping me. Generally I've been okay without it but recent stressors have been bringing back a particular issue I had in the past—sudden mood swings where I'll think (passively, so far) about different ways to hurt myself, that do pass relatively soon. I had a doctor say that this sounded very "chemical" to her rather than something that can be helped by behavior modification.

I'm very conflicted about starting medication again, but I'm curious if anyone has had a similar issues and how medication versus some sort of therapy has worked out.