I also personally dislike the idea of medications for such problems, although in some extreme cases (for example, having hallucinations that won't go away) then I think medications are perfectly reasonable. But for non-hallucination type situations, I believe in human spirit to overcome such things!
Of course many will disagree, but I believe this firmly.
To me it boils down to two things: (1) awareness (2) control.
(1) awareness as in paying attention, noticing things, being observant.
(2) control meaning being able to directly influence some outcome.
In a nutshell, if you make an effort to increase your awareness of yourself and your surroundings, and what you can and can't control, you will realize that you have some measure of control over your mood, and will start feeling as though you have the power not to be depressed, simply by the way you choose to live life. Maybe you don't buy it, but it works for me. It's like a muscle that people don't use; like how some people can twitch their ears and others can't. But I think basically everyone has this ability and we simply forget sometimes because it's not practiced or emphasized.
If you observe babies, you will notice that sometimes they are really really happy and then, one second later, for no apparent reason, they can become very upset.... and then another few seconds later can be very happy again. Basically, if babies can do it, why can't we? But since we're older, we can do it a little more.. purposefully.