selfimprovement

Different difficulties in life and levels of strain on the mental strength require different acts to get the balance (back), to different people.
Having a bad day is a whole different caliber to childhood traumas, for example.

Talking to (non-professional) people, writing, drawing, generally doing creative stuff, chopping wood, letting some aggression off in video games can help and are small, easier things you can do to try help yourself.
Some groups offer trained volunteers to talk with you about stuff and free phone calls in times of crisis.

Professional help and medication is next level.
I'd say that therapy is more important than medicine. While medicine can help more easily with a much smaller fuss (and bill), it's still a temporary help and the effect wears off when you stop or run out of medicine.
If you get rid of your problems through therapy, you might get rid of them for good and even strengthen your character and also grow chances of being less vulnerable to them in the future!