One thing that has been helping me a lot is deep relaxation/meditation. Now, I'm not the type to just sit in silence and have it be eye opening. Heck, I've been diagnosed as ADHD - my thoughts are always going.
However, I found a youtube video (recommended by my therapist) that is a 12 minute guided meditation that I really like:
. My therapist also told me techniques like deep breathing only work if you practice it regularly - not just when you're anxious/experiencing symptoms - you have to also do it when you're feeling fine for it to really work.
The video is only 12 min so I can convince myself to give up 12 min of my day pretty easily and it has actually been very helpful to me.
I tried really hard to deal with my anxiety and depression without meds but was unsuccessful so I just started back on them. However, like I said, this video really did help.
Good luck!