I haven't really posted much on the ad medication threads because my own experience of ad was so bad.
I think coping yourself is possible but maybe it depends what lies behind your depression. It may also depend on the severity but I have come through severe depression on my own, although I rarely feel it's permanently gone and can suddenly reappear.
I'm loathe to offer any advice because I'm not qualified and it's considered good practice to consult the professionals.
But some suggestions to think about would be analyze your sleep patterns and energy levels. Are you able to function at a level where tasks are completed. Can you motivate yourself or plan ahead. Do a brainstorm on how to improve these areas. I believe in the omega 3 oils in seeds and fish, drink more water. This probably sounds trite as I don't know your situation but I've done better on a lot of my own small steps than I did with psych. Maybe it's to do with believing yourself to be in control of your own life even if you do it badly you do it yourself.