A little late, though I've certainly never mixed various prescription meds to self medicate...more drinking too much(I by no means advise this as I have learned it can make things much worse). But there can be quite dangerous interactions between contradicting medications and of course alcohol can also have dangerous interactions.
As for changing doses, first anti-depressant i had was prozac and I didn't know you should wean yourself off...but all I knew is they where making things worse so I threw it away but was on it less than a month so I was pretty much fine after a couple days. Then more recently I stopped taking a medication I took for over two weeks that was just causing nasty side effects, so I tapered off....kind of hard to get in touch with my psychiatrist besides seeing her once every 3 months and I couldn't stay on that another two months.
I think sometimes doctors/psychiatrists should do a better job of keeping up on their patients and what is going on with them...but its likely easier said than done and dealing with peoples health issues has to be rather stressful since they treat multiple people. I mean with going of the prozac like I did the psychiatrist didn't even really tell me it can be dangerous to just stop, and with klonopin I had some issues because the doctor didn't caution me about how addictive it could be or signs to look out for...or even ask if I was feeling like I needed more of it. Based on those experiences I do my best to take the doctors advice but I also like to do my own research so I can be as informed as possible.