Melody Clark has an excellent book list categorised for different types of people. See www.depressionbookstore.com. There are a number of self-help books for people suffering from depression and other disorders. All categorised. But books should not be relied upon by themselves for anyone feeling suicidal.
For information about depression, see the website of The US National Institute of Mental Health (NIMH). There are also factsheets available with information specifically relating to men and women from the NIMH depression publications page.
The NIMH has a range of other factsheets available on mental disorders including anxiety, bipolar and eating disorders, and these can be found on their publications page.