I'm so sorry to hear about your sudden need to stop treatment. Have you talked to your doctor? You really need to wean off your medications rather than stop cold turkey when they run out; trust me, withdrawal is not pretty. Sorry to hear about the cutting too - Seems like things really aren't going your way, huh? You can pull through it though; you seem to have a resilient attitude.
As for coping strategies, exercise seems work really well. I've never dealt with depression, but my cousin has bipolar, and whenever he hits a low, he starts exercising. It's supposed to release endorphins, I believe (don't quote me on this), which help to lift the depression. This feeling is similar to that produced by cutting, only it's MUCH healthier and productive.
You also mentioned that you were on DA when you first found out about this site. Art and writing are great ways to cope with feelings. Whenever I'm stuck in one of my OCD modes, working in Photoshop or Corel Painter really calms me down. I rarely (if ever) create great works of art, and sometimes I don't even finish what I started, but it allows me to release my feelings through my work.
Along these lines, reading also helps. Don't read something too tragic or too mindless though. Shoot for something in the middle: it'll keep you occupied while not being too depressing. Apply the same rules to music.
Hope this helps!
~Caitlin