Some people use herbs, supplements, and other alternative treatments for depression. None of these approaches has been conclusively proven to work. Supplements -- like SAMe and St. John's wort -- can have side effects and cause interactions with other medicines. Never start taking a supplement without talking to your doctor first.
Other alternative treatments -- like acupuncture, hypnosis, and meditation -- may help some people with their symptoms. But they have not been proven to be as effective as traditional medication treatments. Since they have few risks, you might want to try them, provided that your doctor says it's OK.