Will stopping taking all drugs help with my depression?

What kind of drugs? Stopping use of illicit and unprescribed drugs is deifnitely a step in the right direction. To maximize the healing process, i would also engage in a psychotherapy process.
No please wean. Sometimes antidepressents may increase depression or may ppt mania or increase suiciadal tendencies, best approach is to see your psychiatrist for a consult and discuus all the options and wean off.There is neuro star tms available , which fda approved, look in your area , and check out that option if that is an option suitable, stooping all the meds is not a good option.