St Johns Wort can help. It's not as effective as prescription medication, but can help deal with mild 'low mood' type symptoms. It's comparable to the effect of a compression bandage on a joint. It will help with the equivalent of a pulled tendon, but will do next to nothing against the equivalent of a shattered elbow.

It is worth noting that there are 2 sorts of depression. Feeling sad, while unpleasant, is a lot easier to treat. It's generally caused by external stimulus. While this is harder to treat with drugs, it responds a LOT better to lifestyle changes. Basically, you need to figure out 2 things. What is making you sad, and how do you remove that effect. Implementing it can be an absolute bitch, but it's worth the effort.

The other sort of depression is proper "clinical depression". This is a chemical imbalance in the brain. It can be brought on by external stimulus, but it's not dependent on them. With this, your brain starts losing the ability to care. Motivation becomes a lot harder, and so the cost to payoff with positive activities gets worse. Internally, it's like having the chroma on a TV turned down. Everything gets muted and dull. Nothing is worth the effort required to do it. This sort of depression does need proper treatment. It's far more insidious and will grind you down. To beat it you need to change your very brain wiring. This can be done, but generally requires significant external support. If you could beat it alone, you likely wouldn't have become trapped within it.

I've experienced both. Neither are pleasant. Just keep in mind, both distort your thinking. Often, you can't fully trust your own thinking. Situations that seem impossible to cope with will just crumble when actually attacked. However, without enough motivation, you often won't even try.

An just to note, if you get to the point of intrusive, self destructive thoughts, that's when you need to seriously reach out to external help. Even if you think you can cope with them, they can send your mind spiraling downwards.