I am glad you are taking an interest in self-help. Therapy can come with an expensive bill, I would just pay attention to any signs of veering off track as self therapy can be daunting. I have included a page that offers several different avenues for CBT and depression as well as a free national help line that you can call to get more information.
I know that @junkartist and @helenfrances have had experience with CBT and/or DBT. I am interested if they can provide any feedback. John, what medicine did you take in the past that caused side effects? Have you discussed with your general physician about CBT self-help?