I'd have to agree with the pot suggestion. It definitely helps one to relax and often helps to put life's problems into perspective. It can also bring about paranoia (especially in inexperienced users), so depending on the individual, that could open up a whole other can of worms...
Diet, excercise, and even sunlight (as Fartin mentioned) play quite a significant role and are often overlooked. If you don't mind my asking, is your choice to take meds a 'last result'? What other options have you explored?
I suffer from depression (undiagnosed), but I would never take prescription medication for it. At the risk of sounding like some burnout, when things get too much I just get low and forget about my troubles.
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