There are a lot of self help books and resources out there, have you tried anything like that? I'm not one for preachy stuff so I've never really tried that kind of thing but I guess you'd have to plough your way through a fair few to find the right one for you.

Depending on how far the depression has got a grip on you, fresh air and exercise can help, avoid alcohol, tobacco, stimulants (legal or otherwise), eat well, be around nice people who know how to have fun but aren't full on all the time. A good night's sleep is one of the most important things for me.

All these things keep me well when I'm well, but once the depression takes hold then they aren't really enough. If you are really resistant to the idea of medication then I'd suggest therapy, maybe Cognitive Behavioural Therapy would suit as it focuses on challenging depressive thinking and is supposed to be a very practical, focussed approach so you deal with what is bothering you in the here and now.

Hope you find something that works for you.