I'm glad you asked. I've just completed an intensive study on depression and non-pharmaceutical ways to treat it. First off, CBT (cognitive behavioural therapy) has been shown to be as effective (if not more so) than prescription drugs at almost every type of depression. But if that's not enough let's continue.
First, is identifying that depression is a symptom, not a diagnosis. What is it a symptom of? William Walsch has identified 5 biochemical phenotypes which cause depression. I argue that there is a 6th, and 7th non-biochemical cause.
Let's begin
Type 1. Undermethylation Depression
Symptoms: OCD tendencies, diminished serotonin, Seasonal affective disorder, Increase libido, Competitive, Perfectionist, Seasonal allergies, SSRI's effective.
Diagnosis: Elevated blood histamine, elevated homocystine, may have MTHFR homozygous TT mutation genotype
Treatment: Methionine, SAMe, Vitamin D, Folinic Acid (not folic acid), Methyl-B12 (not normal B12), Zinc, Magnesium, B6
Type 2. Folic Acid Deficiency Depression aka Overmethylation Depression
Symptoms: Increased anxiety, panic attacks, underachievers, pleasant personality, Food/Chemical sensitivities, High serotonin, High dopamine, High noradrenaline, poor response to SSRI, low libido, high musical/artistic ability
Diagnosis: Low blood histamine, elevated blood homocystine, high urine catecholamines
Treatment: Folic acid, B12, Zinc
Type 3. Pyrrole Depression
Symptoms: Mood swings, fearful, dyslexia/reading disorders, poor short term memory, sensitive to noise/lights, poor immune system, poor morning appetite, stay up late, low serotonin, low GABA, low dopamine
Diagnosis: Elevated Urine pyrroles
Treatment: B6, Zinc (may take 1 month to see a change)
Type 4. Hypercupremic Depression (High Copper)
Symptoms: Most common cause of post-partum depression, adverse reaction to estrogen, triggers with puberty, pregnancy, or menopause.
Diagnosis: Elevated Blood copper
Treatment: Copper removal with Zinc, B6, add Omega-3, Vit C, and Vit E (alpha and gamma tocopherol)
Type 5. Toxic Metal (only 1 in 25 depressions)
Symptoms: No triggers, no history of trauma, Unrelenting (never any good days), abdominal or chest pains, cognitive deficits (if a child), metallic taste in mouth, angry, irritable, food sensitivities
Diagnosis: Elevated heavy metal on provoked urine testing
Treatment: Appropriate chelation therapy, zinc, glutathione suppository/IV, B6, Vit C
My additional Types
Type 6. Hypothyroid / Iodine Deficiency
Symptoms: Low energy, sugar cravings, cold intolerance, dry skin, weight gain, puffy face, weak muscles, muscle aches, joint pains, thin hair, low heart rate, distant heart sounds, poor memory, low dietary iodine
Diagnosis: Elevated TSH (>2), T3 (may be normal due to rT3), T4 (may be normal due to poor conversion to T3), Low Urine/Saliva iodine
Treatment: Iodine supplement 12-24mg/ day depending on deficiency. May require whole thyroid supplement as synthetic thyroid may not be adequate.
Type 7. Emotional/Traumatic/Social Depression
Symptoms: Known trigger, known trauma, PTSD-like occurence, reaction formations, known unfortunate social circumstances
Diagnosis: Clincal observation
Treatment: Mindfulness meditation, EMDR, Psycholysis
You'll notice the overarching theme is "Zinc, B6", and these 2 alone should cause a significant improvement. Whether you should get folinic acid and methyl-B12 or folic acid and B12 will be dependent on your depressive symptoms.
For more information you can watch William Walsh's lecture here:
http://www.domainideology.net/course/
Simply sign up for an account (free) and go to "public lectures" and click "Epigenetics of Mental Health". Good look.