How can I treat my depression without taking drugs?

Eat right.
Exercise.
No drinking.
Make yourself groom daily.

Excercise (like an easy bike ride) always makes me feel good. It worked before I took antidepressants too.
Daily exercise and keep your mind occupied.
To feel better, you want to release endorphins in your brain. Sometimes exercise helps. I always feel better when I go for a run.
They say that if you work out that can help. Exercising de stresses you so it will make things seem better.

I hope this helps
There are several adjustments that you can make to help with treating your depression without drugs but as a person myself who takes no drugs at all, I would recommend the medication.
You need to do activities that will promote the creation of serotonin. These include laughing (so try watching funny movies), spending time in the sun, keeping to a normal sleep schedule of less than 9 hours a night(and getting up in the morning hours), and exercising. There is also an herbal supplement called St. Johns Wort that acts in the same way a prescription medication would that you might try. If you do so, I recommend seeking the advice of an herbalist.