I have been on Betaseron -- an interferon, for probably 14 years now (I don't remember exactly when I started it..but at least that long ago..)
I never had any problems with depression or suicidal thoughts.
The "flu like symptoms" are typical for any of the interferons. Everyone is a bit different, but here is my experience:
When I started on the B, I started "full strength". These days some doctors start people on 1/4 doses, or 1/2 doses, and then build up to full strength.
I took two ibuprofen at the time of injection, and injected right before I went to bed. For the first 2-3 months, I would wake up about 4 hours later with a fever, chills, body aches. I'd take two more ibuprofen, and after they "kicked in" (about 20 minutes later), I'd fall back to sleep. I'd wake in the morning with a headache. Another ibuprofen, that would be gone, and I'd be about my day.
At the time I started, I was working full time. I never missed any work because of problems with side effects, although there were a few days when I felt a bit "hung over". Usually another ibu, or a second cup of coffee would take care of it.
After the 2-3 months, I found that if I remembered to take the 2 ibu's at bedtime (along with the shot), I slept through the night. Sometimes I'd wake in the morning with a headache, sometimes not. Another ibu and I'd be fine.
Now, 14 or so years later, I take one ibu at the time of injection, and nothing more. If I forget to take the ibu, I'll sometimes -- not always -- wake in the middle of the night feeling poorly. An ibu at that time, and that is resolved.
What has all this DONE for me? I am absolutely convinced that, had I not gotten on the Betaseron when I did, I'd be MUCH more severely impaired than I am, now.
Prior to starting the B, I was experiencing 2-3 exacerbations a year, major flares, leaving me more and more disabled. After starting the B, I had just one major exacerbation, about 2 years into it...and then none. Note that I haven't experienced any significant improvement: I still have all the symptoms I had prior to starting B (use a wheelchair full time, bladder problems, weakness, fatigue, etc., etc....) but none of them have worsened, many of them have diminished in intensity, and I'm still rocking along, 14 years later. (I've had MS for 24 years..at least, it was diagnosed 24 years ago. Probably had it long before that.)
...I am not a doctor, nor health professional, and don't pretend to be one, here.....