first off - are you just trying to avoid medications specifically? are you going to talk therapy? This is a natural form of treatment that can be very helpful to most people over time.

~As willcat suggested, taking a look at CBT can help.
~ I find for myself aerobic exercise of at least 20 minutes per day, 3 times a week is helpful.
~ mindfulness, which is related in some ways to meditation. it also goes hand in hand with CBT
~ eating healthily, avoiding caffeine, working with your body to find a healthier diet can be key
~ some people use herbs for treatment - i'm not sure if these work and I"m not sure if you'd call it "natural". Plus, you can get side effects like you'd get from depressants