There are a LOT of alternative therapies for depression. Typically, they work better alongside conventional meds and/or therapy, but if you are don't want or are not able to try those things it's certainly better then nothing. For some people a specific alternative therapy ends up being a miracle for them and works better then any drug could. Some that you can look into are acupuncture, reiki, and energy healing, but those usually cost just as much or more then conventional therapy.

Some things you can try that are cheap are various vitamins that you can do research on, exercise, herbal remedies (these can be dangerous if used wrong though, and it's much better to talk to a doctor about them first even though they are over the counter. At the very least do a lot of research. The most popular herb for depression is St John's Wort), and if you have anxiety as well as depression Rescue Remedy is good.

I personally really love crystals and gemstones, and they can be used to help with depression. There are a LOT of different ones that are good for depression, if you google it you'll get a lot of results. Lepidolite and lithium quartz are good for any type of emotional issue. Citrine is good for positivity, and rose quartz is good for self love. There are many, many others. You can buy them online and maybe at local stores depending on where you live, and they are often just a few dollars. It helps to either carry them around with you, place them around your home, or just squeeze them when you're feeling down.