I would suggest the supplement inositol - http://inositolpage.blogspot.com/2007/10/psycho-powder-panacea-or-placebo.html
- is is an over the counter vitamin-like substance that has been proven as effective as prescription anti-depressants for some types of depression. After taking it for about 5 months, I would say my "negative thinking" has been reduce by 90% or more.
Low thyroid can also cause depression. Do check out the book "Thyroid Mind Power" by Dr. Shames to get an overview on this - and see if you have symptoms that indicate it. When I started taking Xymogen T3 Medcaps and/ or Swanson's Premium Thyroid Glandular (thyroxin-free)... I got a MAJOR lift in my depression.
If none of the above work, you may want to consider prescription drugs as a last resort.