Tackling Anxiety, Depression & Suicidal Thoughts

Every now and then I get queries from people suffering from anxiety, worry, OCD, depression and suicidal thoughts. Life today is so structured that these things have become common. There is no need to feel ashamed.
As with any other problem of life, these too must be conquered. For this apart from taking medical help, one needs to boldly introspect and change ones own thought patterns. HOW TO DO THIS?