Self-Injury Support Group
Whether you or someone you know or love struggles with self-injury, this is the community to discuss your experience, find support, meet others going through the same, and get advice on how to stop. Working together, we can help find alternative coping skills to reduce the urge to self-harm.
Non-drug substitutes I've found helpful are rubber bands, which have already been mentioned. I've also found that practicing punching helps. You damage your knuckles in the process (which will heal of course), but that's part of the effectiveness of it. While you're getting stronger and strengthening your fists, you're also getting that thrill of pain. It's different from deliberately hurting yourself since there's nothing to gain from cutting. Just be sure and learn the proper ways to punch so that you don't break any fingers, hehe.
You could try something constructive, too. I've discovered that painting my nails, crafting with my hands, cooking, and other artistic activities distract me from the want to cut. It's because I'm focusing on a project that I want to make as perfectly as I can. It's refreshing too, for those of us with depression. Personally, any accomplishment I can make in life is elating.
I hope you can find a nice, healthy way of coping other than pills and such. :] You have my support, and the support of others here. Good luck.