Anti-depressants, in general, are meant to be a shorter term supplement (6 months to 1 year) for acute cases, and to be used in combination with some kind of cognitive therapy. Withdrawal feelings when stopping the meds is normal, but if extreme suicidal thoughts occur immediately then either you haven't received the kind of primary therapy you need (i.e. talk therapy, art therapy, whatever...), or I question your depression diagnosis.
In the future if you consider stopping your anti-depressants, make sure you have easy access to a therapist so you can discuss what you're going through. Also, make sure you have your lifestyle mechanisms well established: good diet, exercise, people around who you can call on, access to nature (or some kind of external beauty), etc... so that when you stop the meds you have some fallback points.
If you have access to an alternative health practitioner, like a naturopath or acupuncturist, I'd consider that route too. Something tells me you have a greater imbalance happening than simply what is in your brain.
Regardless if you're on anti-depressants or not, exercise is not optional.