You might try taking a large spoon of fish oil daily. It sounds like a simple idea, but it worked for me. Fish = brain food.
Booze is a depressant, so why take it?
Exercise to the point where you really want to sleep at night, but don't be obsessive.
I'm not in favor of pills, but what you could do is get a physical check first as an illness might be the cause of your depression, anxiety and panic attacks.
Regarding anxiety attacks and depression, there are a few simple techniques that you can use to deal with and I wrote about these on my website:
http://www.cleansing-for-depression.com/depression-and-panic.html
And I also wrote about the benefits of taking fish oil for depression:
http://www.cleansing-for-depression.com/fish-oil-for-depression.html
If you are suffering from depression, drinking is only going to make it a whole lot worse. For me, drinking can put me into a very dark depressing mood for a good week if I drink to much. And give me nightmares and that feeling of impending doom that you seem to describe. Alcohol is no joke, people treat it as a bit of fun, but it's actually a poison that can wreak havoc on your mind and body.
I have suffered severe panic attacks after drinking that have required medical help, and smaller anxiety attacks that can come and go for a week after drinking to much. As the drink leaves your body it can cause severe problems for your nerves, breathing, emotional well being, and your body can pump out other chemicals that can increase the odds of a panic attack.
I know people who suffer severe depression after drinking, and for me, it makes me very emotional for days afterwards, it's like your whole balance has been thrown out of sync. The only advice I can offer is to stop drinking, and if you smoke, stop that too along with any other drugs you may be taking. Emotional people like us who suffer anxiety and panic attacks, and depression have a very hard time finding their comfort zone, where they feel well and at peace, once you add alcohol or nicotene or any drug to a person like that, it can throw them into a state where they think they've lost control and that's where the feelings of doom and dread and fear kick in. It's a response from your mind that you have no control over. If you start to panic, breath slow, hold it for 5 seconds, breath out, keep doing this until you feel better. don't breath fast as this will only increase the oxygen in your blood and trigger a full blown panic attack that can feel like you are dying. But you're not, so don't worry.