What to do for Depression

Anyone have any ideas? I have been sad and crying off and on everyday. Sometimes I have an outburst for no reason. This seems to me to be clasic depression. Of course I DO NOT want to take prescription drugs for this. I feel I can pull mysefl out of this. I started an exercise routine today to try to help it. There is a good reason for me to be depressed , being sick and having fought these horroble symptoms for so long. But it seems to me I am getting better. but cannot shake depression.

Michelle