Do some research on St. John's Wort-- it's widely used in Europe for depression. If you google on "depression natural" you'll find lots of stuff. Or go to your local Whole Foods market or GNC store and talk to them about natural methods. I've had some luck with some stuff called "Natural Calm." It's a magnesium supplement. You mix it in hot water and drink it like tea (I usually add a package of Splenda, or you can add flavored coffee syrup.) Take it right before bed.

I took two workshops on Yoga for Depression by Amy Weintraub. She has some books out and a cd with breathing exercises. I think you'd find her books very informative. She also has a website.

Nothing has helped as much as Lexapro, but my problem wasn't so much depression as it was panic attacks.