Well, I've done:
Cutting (at First one of the sharp Knives you use to open boxes) But then Razorblades, they are so fucking sharp, It totally Cuts the vein and I Nearly Bled to death It was(and Is) Down the Road.
I've done Millions of Different Types of burning, From Silly Stuff like Just lighting Something on Fire (like a Branch, Or a Cigarette) And then Pressing the Burning Object against your arm, To Rougher stuff, Like after I slit my Pulse, I have sometimes poured Alcohol or Sprayed WD-40 in the open wound and lit it on Fire.
I've Punched/Headbutted walls, Windows, and a wardrobe.
At some of my Worst times, I've Broken some glass into small Shards, put all the Shards in the palm of my Hands and Squeezed really hard, replace Glass with thumbtacks or Crushed Razorblades, And It works out too.
Basically, I've Got severe Depression,I was supposed to start seeing a Shrink, But my Stepdad refused to Let me go to treatment.