How to Stop Self Destructive Behavior?

I realize that Y! Answers is not a substitute for professional help... so answering with "go see a counselor" will do nothing but annoy me.

What I am wanting to know is how to stop my self destructive behavior. I am currently going through a rough patch in my marriage and rather than allow my frustrations and pain to cause me to explode onto someone else, I allow it to be directed at myself. I don't cut myself or put myself in danger of death... but I end up drinking too much, or literally punching myself in the head, hitting my head on the wall, yelling at myself, etc... I chew my nails, pull my hair out, scratch my head till I cause scabs and then don't allow them to heal... it's all a huge vicious cycle, but I don't know how to stop doing it, or rather, stop allowing it be my reaction to stress. It would seem that if this is a stress/anxiety based reaction, I should be able to replace the, presumably learned, behavior with something new and positive. I have suffered with depression in the past when I was a teen, and it wasn't based on any actual issues, it just "was." I know I need to see a professional, and I intend to, BUT I would also like to ask those that suffer with this as well, and what they have done to help themselves...because in the end all we have IS ourselves.