Except that's not how it works.
How it works is that SSRIs have been tested in trials, and are approved.
LSD isn't. When someone says "try LSD" (or psilocybin which seems the newest rage these days) it means they'd illegally acquire the drug (who know for sure what drug they bought? [EDIT: and who knows the dosage/strength of active substance(s)?]), and administer it recreationally without the aid of a professional.
SSRIs, in contrast, are clinically tested, legally acquired, and administered under the guidance of a professional.
> Antidepressants can also cause psychotic episodes, panic attacks, suicide, etc.
Yes, but these side effects are widely documented. There are more common side effects, btw. These are the extreme ones you mentioned, and also the most rare ones. Many side effects are temporary. And if you are suicidal, it is unlikely you get SSRIs prescribed. Unless you lie about that, of course, but if you lie to your MD you're on your own.
My recommendation is simple: seek professional help. If you don't want to take SSRIs, fair enough; your MD won't force you. Heck, they might even be reluctant to prescribe them. But professional help is much more than drugs. Think about CBT, mindfulness, under the guidance of professionals; not self-medicating new age hippies.