I think you're very smart to be wary of "messing with your brain chemically". You might want to try supplements like omega-3s, 5-HTP, or sam-E. Those are all things that are in your body naturally. They are not cheap either.

This is a link to a column by a woman who writes great articles about fighting depression. She talks about food, supplements, exercise, and pretty much anything you could think of to help. She has some great ideas.

I especially like her article about foods that she eats everyday to fight depression.