If you're thinking about harming yourself in any specific way, go out and tell someone. Tell your parents, tell a significant other, e-mail someone (my contact info is public) or even go to a bar and tell the bartender. It may sound dramatic, but the cost of catching these thoughts too late is much greater than social stigma. Go talk to someone - you'll be surprised.
There's a very poignant interview with a fellow who jumped off the Golden Gate Bridge and survived. He noted that, as he walked across the bridge, he kept thinking of all the problems he had and what had gone wrong with his life. It wasn't until he jumped that he realized he could solve all of his problems except for the fact that he had just jumped off a bridge. He got lucky. Many other people don't get lucky. Don't take your chances with this.
I went to my GP and was prescribed anti-depressants. They worked. The first two had less of an effect over time, before I built up too much of a tolerance to the third I had talking therapy (Cognitive Analytic Therapy in my case) which ultimately got me out of depression.
Different people respond differently to different drugs/therapies.
Or is that that an insubstantial number of studies on St John's Wort have been carried out?
When I tried to find out about this (years ago, pre-Wikipedia I think) I couldn't find any substantive research.
For all their faults, pharmaceutical products are well-studied, especially the ones that have been on the market for some time.