Hi Wants What Is Best. I dont have answers for you, I'm not a proffesional at pshycology, and I have never helped and loved ones go through depression. I am however, a male, In my early 20's and also refused to take medication for depression, even when it went from bad to suicide attempts, so maybe that carries some merit in itself.
First things first, stop thinking this is something you can "conquer". I thought I could do that too, and it almost killed me. Depression is disease, something you cope, adapt and learn to work with, not a cold or a cut. In time maybe, it will lessen in severity with diet changes and excersize.
The other thing I would say is this: Find a release. Dont want pills? Neither did I, thought they were just a crutch used to sidestep the problem. Had enough of doctors and proffesionals who all wanted to be your "freind" as long as you had the money? I did too. But you gotta find something, be it writing, poetry, playing an insturment, occasionally posting on forums, something, anything that can act as a pressure valve, that you can take all the crap and the frustration and the dark thoughts piling up inside your head and just get it out for a bit before it eats you alive. Thats important, to me anyways. I hope some of this helped a bit.