I'm in the same boat... I have depression and anxiety problems. And I'm against taking meds as well. I found a center that does only counseling and will only recommend you to see another doctor for meds if things are severe and show no signs of improving. I've really improved since I started counseling; I'm not fixed by any means, but I'm much better. It really does help to talk to someone and sometimes it's best to talk to someone outside of your daily life.

Hope this helps some.