Many of the legitimate clinics keep the doses low enough to produce only mild dizziness at most.
Unfortunately many of the alternative-medicine style providers have gone to the other end of the spectrum, embracing excessive doses and promoting the psychedelic component as part of the therapeutic process.
Bad trips are intense emotional states, but can be powerful learning experiences too. A safe, loving environment can let someone work through the thoughts/emotions/memories that may underlie their depression. It makes it easier to see the negative patterns and find a different path.
Bad trips are mainly Really Bad when you're in both a bad mindset _and_ a bad setting, whether that's due to bad vibes, bad friends, being out in public, etc.
There's been some recent trends among psychedelic communities in saying there's no such thing as a bad trip, only difficult ones. I tend to agree, but only in the context of responsible use.
Being depressed doesn't mean you can't prepare and manufacture a headspace and experience with psychedelics. It does mean you need an experienced guide who will be by your side through the experience. It must be someone who you trust and feel comfortable with, and who you've told the truth about your state of mind and intentions. Never try tripping alone in a negative headspace.
Much like skydiving with squirrel suits, you need a teacher and experience before you should attempt anything risky or complex. An experienced guide can also "show" interesting and beautiful and profound places in your mind and sensorium.
It's very important to draw on the experience of others, to have a sitter, and to educate yourself about psychedelics in general and the substances you are going to use in particular.
Mushrooms are a wonderful starting point, and Terence McKenna a great resource to learn about the experience of using them. They're nominally the safest and most forgiving psychedelic to start with with a huge array of people to learn from.
Ultimately psychedelics are tools that can give you access to internal perspectives. They operate on the fundamental workings of intelligence and consciousness, mirroring and modifying your neural signals into strange loops and unexpected activations, which can break your mind free from all sorts of negative patterns.
Above all else, learn as much as you can about safe use and harm reduction. A little effort and responsibility goes a long way towards guaranteeing the success of what can be the most profound and moving experiences you can have as a human.
For example, see D. M. Turner's "The Essential Psychedelic Guide". Before he died in his bathtub (after injecting ketamine), he wrote the following (https://www.ketamine.co.uk/dmturner/index.html):
On the other hand, there are very useful and beneficial tryptamines (e.g., psilocybin) and phenethylamines (e.g., mescaline). These drugs produce informative, useful, introspective, challenging mental states and are NOT prone to abuse. These are the valuable psychedelics.