I suffer bouts of depression, a form of SAD and I found the best thing is Rhodiola Rosea, it's not for every type of depression but I promise it is wort a try.
Remember most modern medicine derives form herbal medicines and there is a huge amount of scientific research going on in herbal medicines. The results are so effective that some herbal medicine/supplements are now more effective, safer cures than the chemical drugs previously prescribed and are increasingly being used by the medical profession e.g evening primrose oil, glucosomine, cod liver oil. I used to own a health food shop and nearly every doctor at out local practice was using one or more herbal remedies themselves!!