It depends on how long your periods last. If they go for weeks on end then maybe medication is the key. If the depression is a matter of days you just get through it, try writing about why you feel depressed and maybe someone here can help.
Major Depressive Disorder With Psychotic Features
Post Traumatic Stress Disorder
Borderline Personality Disorder
Generalized Anxiety Disorder
I think medication should only be used as a last resort. It's safest to just go through the depression as naturally as possible. I would suggest some self-soothing techniques (if other people aren't available) that I came up with when I was depressed.
One obvious technique is calming yourself down. Everything's okay, and it's not the end of the world. If nothing else, you're still here and you haven't lost the fight. Maybe listen to some music that you like (calm music) or watch some funny movies. Keep in mind that even when you're in a good mood, you have to make sure you can also keep calm. Stress is a HUGE factor in depression.
Another method is to keep busy. It's very awkward to begin scheduling activities when you're in this kind of mood, but once you have something to do you can feel more fulfilled knowing you accomplished something each day. With me, even when I don't have a job I might buy some essentials for my house or go to the bank, just anything to avoid watching too much TV. TV is the worst treatment for depression. It's too phony and upbeat to provide any guidance. Especially when you watch the news.
You could even go the extra mile and start a "project" of some sort. Maybe you have an old hobby that you've neglected. You might want to play your guitar again, write a song, record an album. It sounds kind of corny but it still gives you something to do.
The best, but trickiest, method is to have someone very close to you. I'm not saying you don't have people to talk to already, but I'd just like to cover all the bases. If you're like me, your parents only add to your problems and you need either close buddies or a partner. I can honestly say that my girlfriend alleviated at least 90% of my depression. It's just important to know that you matter sometimes.
If the depression isn't going away in the least bit, then you might have to dig deeper into yourself and figure out if something from your past/childhood is being left out. Maybe you discarded a major event in your life that ultimately caused your depression. Even if you know where these feelings are coming from, maybe you just haven't confronted them yet, or enough.
If the above methods just serve as distractions and your depression is still constant, perhaps you're finding that the condition just isn't going away and there's nothing you can do about it. That's when you do what you can with what you have. At this point, you merely just have depression and nothing else to go along with it. But you can still use that depression to do some good. You can try to help other people suffering from the same illness, or prevent others from developping depression in the first place. I'm personally attempting (emphasis on the word "attempting") to write a book about my experiences, in hopes that someday it will be finished, and people can learn about what depression is. People already suffering may find some help in the book, and outsiders can gain a better understanding and more open view of people with a mental illness.
The point is, even though I'm doing nothing to actually "cure" the depression, I'm working on something that's keeping me busy and that will (hopefully) eventually do some good, giving me a sense of accomplishment and purpose. It's a more creative way of solving the problem.
All in all, the ONE thing you need to remember, is to stay in a positive environment. I'm not saying that in the Holistic medicine way. I'm not saying to buy Enya CD's and light incense in your living room. I just mean that you need to stick with positive people who treat you nicely. If you want to kill yourself the minute you step into work, then start looking for a new workplace. If you're in a relationship with someone who treats you condescendingly, then you have to talk to that person and make sure they understand your feelings. Don't feel that you're running away from responsibility. Everyone deserves to be treated with respect and you need to be in a certain kind of environment in order to survive.
If absolutely NONE of these methods work, only then would I suggest thinking about medication and speaking with a physician.
I used to be on some tablets for anxiety that I suppose caused me to be a little depressed because I was anxious and worried alot called escitalopram but I came off them when I fell pregnant with 2nd child and I struggled through without taking them I say struggled because I am in a bad relationship when my partner is verbally abusive and doesn't talk about things much seems to just hurt my feelings then not bother about it but I have been wondering now whether to go back on them I keep thinking that it maybe best to deal with feelings without them because I became so depressed after coming of them back in August last year I had shakes and everything although I came off them suddenly but they were a great help when on them so I suppose that they were good for me but just not when I had to come off them.
I think replacing the isolation with closeness is especially important. Talking to people in your life about how you're feeling is powerful. It serves as motivation to fight this. I would explore counseling as a way to sort things out.