Is it a code smell for one method to depend on another?

Code smell has got to be one of the most vague terms I have ever encountered in the programming world. For a group of people that pride themselves on engineering principles, it ranks right up there in terms of unmeasurable rubbish, and about as useless a measure, as LOCs per day for programmer efficiency.

Anyway, that's my rant, thanks for listening :-)

To answer your specific question, I don't believe this is a problem. If you test something that has pre-conditions, you need to ensure the pre-conditions have been set up first for the given test case.

One of the tests should be what happens when you call it without first setting up the pre-conditions - it should either fail gracefully or set up it's own pre-condition if the caller hasn't bothered to do so.

Well, there is a bit too little context to tell, it looks like _someDepend should be initalized in the constructor.

Initializing fields in an instance method is a big NO for me. A class should be fully usable (i.e. all methods work) as soon as it is constructed; so the constructor(s) should initialize all instance variables. See e.g. the page on single step construction in Ward Cunningham's wiki.

The reason initializing fields in an instance method is bad is mainly that it imposes an implicit ordering on how you can call methods. In your case, TheMethodIWantToTest will do different things depending on whether DoStuff was called first. This is generally not something a user of your class would expect, so it's bad :-(.

That said, sometimes this kind of coupling may be unavoidable (e.g. if one method acquires a resource such as a file handle, and another method is needed to release it). But even that should be handled within one method if possible.

What applies to your case is hard to tell without more context.

Provided you don't consider mutable objects a code smell by themselves, having to put an object into the state needed for a test is simply part of the set-up for that test.