I'm taking St Johns Wort at the moment, seems to be working, but you are advised, if you are on other medicines, as chazza says. to take advice from your GP.
Aromatherapy saved me from the depths of depression. If it is safe in your house, (ie no wee toddlers running about)burn the essential oil, Ylang Ylang or Roman Chamomile as much as you can. I used to put a few drops of oil on my clothes before I had to go out and face the public... Bergamot is also a good oil for eleviating depression and liffing moods.