Just as a disclaimer, I have no education in this field. I did not do any research into these topics and not all of these/none of these may work for you. I've struggled with both depression and anxiety for eight years now, and only recently began taking control of my illness. In the last year, I've talked to a counselor about my illness and my struggles, I have opened up to so many doctors, friends, and therapists, and have begun medication to control everything. My panic attacks have been reduced (though not eliminated and I doubt they ever will be) and my self harm has stopped. These are some tips and strategies that I've used multiple times in the past. However, that does NOT make me an expert in any way, shape, or form. I am simply familiar with my own issues and aware that others may have similar.

1. Music! I have several playlists that I listen to depending on how I feel. If I'm anxious, then I have a relaxing playlist that has some classical music in it. Vivaldi's Four Seasons is a favorite because how easily I can visualize weather happening.
2. White noise. The app Relax Melodies is my personal favorite. I use it to fall asleep in a new place or when I've had a panic attack. I use it to wind down after a hard day or cheer me up when I'm depressed. Features include about 50 distinct sounds that you can layer on top of each other (another 50 are available of the paid version of the app, but the free one suffices for me), a timer set to go off after you've fallen asleep (I usually set this for about 20-30 minutes), an alarm clock, and a section where you can save your favorite mixes (there are a few pre-set ones).
3. A shake jar. Mine is a small mason jar (I think it's 6 oz.) that is half corn syrup and half water with a few drops of food coloring and some glitter. I give it a good shake when I'm upset and watch the glitter fall to the bottom (I usually try to control my breathing during this time); I've also told myself I could self-harm after the glitter has fallen, then shaken it again until I no longer feel the urge. I love this because it's a gorgeous decoration when it's not used, takes up very little space, and can be customized to anyone's favorite colors. Mine is blue glitter in green liquid, my boyfriend's is blue glitter in orange liquid, my friends' are green glitter in red and green in orange, respectively.
   1. Directions to make your own jar: Mix one part hot (not boiling) water with one part light corn syrup. I used about 1/3 cup each but this should essentially fill your container. Stir this until it's smooth and consistent (I used a fork). Pour the liquid into the jar, adding the glitter (as much as you want, really). Add a few drops of food coloring or jello mix and put the lid on. Shake it really hard. Take the lid off (over the sink, preferably) and add in just a touch of dish soap. It won't alter the color of the water, but it will make the glitter that's stuck on top sink to the bottom. Replace the lid and shake it again. Alter the glitter and food coloring as needed. If the jar settles too fast, add corn syrup. If too slow, add water
4. A nap. Seriously, it helps if you can fall asleep (see #2). Try to limit it to an hour or less; throwing off your sleep schedule will only make it worse. A quick catnap will help your mind process everything and help you wake up to a fresh start.
5. A shower. I know, I know. It's so hard to do this when you're depressed. I've had those days and weekends too- where you just don't want to get out of bed to shower and can't explain why. You don't want to do anything, you just want to stay in bed. A shower typically helps me because it forces me to get up and do something. I've been productive on the smallest task. I also use my shower time to think and jam out to music. I usually run through whatever is bugging me during this time. Once you've cleaned your body, it's easier (I'm not saying it's easy- just that it's easier) to imagine a clean mind.
6. Comfort food. I highly suggest macaroni and cheese, from Panera if possible. Hot chocolate also works wonders for me too- chocolate is one of the ultimate comfort foods and hot chocolate is easy on an anxious stomach. Tea is also fantastic, but if you have an anxious stomach, stay away from anything your body struggles to digest (eg. milk if you're lactose intolerant or gluten if you're a celiac).
7. I know it's been said over and over again, but exercise. You don't have to run or lift weights for this, even walking around your room will help. I like going to my school's racquetball rooms and playing for a while. It lets you take your frustrations out on a ball rather than a person or yourself.
8. Writing. Just journal out what you feel. Doodle, draw, put pen(cil) to paper and go. In my experience, hand writing works better than typing, but each person needs to find what helps them.
9. Driving. Seriously, driving is one of the most relaxing activities for me. I turn the radio up loud (and gradually go louder) and sing along as best I can. I usually like to drive on the highway or on an abandoned road, partially because of my lead foot, but there's something about going fast that I love. I think part of it is being in control, but driving is so mindless that it works.
10. Aromatherapy. Find a smell that's comforting to you. Mine are mint, beachy, and fruit. I promise Yankee Candle, Bath and Body Works, Glade, Febreeze, something has that scent. Buy it up, preferably something you can't hurt yourself or others with (if you have a history of burning, get scented beads, or if you're allergic to fragrance, try a plug-in). Please make sure you are allowed to have whichever you choose (don't get candles in a dorm).
11. Retail therapy. Even if you don't buy anything, just put stuff in your cart. It's oddly satisfying and I've been known to do it regularly.
12. Put everything down and go to the nearest pet store, shelter, or SPCA. This is one of my favorite things to do, partially because puppies are God's gift to human kind. These dogs, cats, and rabbits don't care if you think you're a failure, if you feel lonely, or if you can't seem to relax. They want to be petted and loved. For me, there's nothing like a soft puppy in my arms or playing tug of war with me. Even if you just go to a friend's house who has a pet, it can be the best sort of non-prescribed therapy in the world. This one may not be free or inexpensive, as I cannot promise you won't fall in love with your new buddy and want to take him/her home.
13. Talk it out. It can be to anyone- a therapist, a friend, a relative, a teacher, a coach, a religious leader, a stranger... just talk. Vent. Get it all out. Omegle is great for this (use text chat unless you want to see genitalia). Just have them listen- you never know. Maybe you'll learn some more coping strategies from them.