I would suggest talking to a doctor about how you feel. In my opinion it's best to try non med/supplement treatments first. The supplements can sometimes be worse for you than antidepressant meds. They are not FDA mandated like antidepressant meds are.

CBT is psychotherapy that can be very helpful. Other things you can try are meditation, yoga, exercise, changing your diet.

I've tried it all to help my depression and for me the costs of taking any med/supplement is not worth it but if you must take meds then I agree with your approach... supplements first.

5HTP was horrible for me. It made me tired but also made me extremely thirsty and I had weird crazy dreams. You may want to try SAM-e, it's supposed to be more activating. It's the only supplement that worked for my depression without many side effects. Although it does cause anxiety for some people, it did not for me but did energize me a bit. Just be sure you get the blister packs and read up on it first, if course.