Feeling suicidal on my medication, opinions please?

My psychologist has been trying to get me on meds for 2 years because I didn't want to be just another teen statistic on meds I didn't truly need, but I finally tried zoloft and ativan for depression, anxiety, and to deal with alcohol withdrawal and cravings. I felt better, but was getting insomnia and tremors so I was switched to Celexa and Valium. I've only been on it for a few days, but I've been feeling suicidal, and I know mixing valium and alcohol can be fatal. I've dealt with strong suicidal feelings in the past, and obviously I'm still here, so I'm wondering if I should just wait it out and give the medication a try for a few more weeks, or if I should call my doctor and change to something else now. I'm impulsive so it worries me a little bit, but I don't know if I should give the medication a few more weeks to work. What do you think?