For depression, you can start with the basics of diet, meaningful activities, sunshine and exercise. Meditation and yoga are very helpful. If you want to try an herbal remedy, you can use St. John's Wort or SAM-e. An herbalist can help you select the right herb and dosage. Bach flower remedies are helpful for some people. Acupuncture treatments are used to treat depression.
Also, you can go to a homeopathic physician to be prescribed a remedy which doesn't have the toxic side effects of psychiatric drugs.