I'd suggest six thing to can try:
1. Journaling. Write down your thoughts and feelings about specific issues you have. It might lead to insights and ideas you wouldn't see otherwise.
2. Doing all the usual anti-depressive lifestyle habits usually suggested - adequate rest, good nutrition, get some sunshine and exercise, try to find people of similar interests, don't isolate or simply worry about your problems without making changes, etc. All of these things CAN help, to at least a small degree.
3. See if there are online therapists you click with. I've tried therapy via video chat and email, and found it useful. The cost can be substantially lower than face-to-face therapy.
4. If you do want to try meds, be VERY specific about the positive effects you are looking for, and any side effects which you find simply too unpleasant to put up with. Clear communication with your psychiatrist or doctor is absolutely vital, and you do have to be your own advocate.
5. Self-help books can be useful. The suggestions presented may or may not help, it's pretty much the same as getting advice from a counselor. The only limitation I find is, the advice tends to be kind of generic.
6. Keep posting about your issues on Psych Central forums and/or chat. The people here can offer good insights and potentially useful advice, based on what has worked for them.