Some free natural things that I have found that really do help (studies back up all of these too):
Force yourself to shower and dress everyday and go out and walk in nature for a bit, rain, shine, or snow.
Try to walk or exercise for at least half an hour every day. Working up a bit of a sweat is best. Just get the circulation going (helps the brain)
Go to bed at a set time every night and aim for 8 hours. Sleep deprivation can cause tiredness that mimics depression.
If you live in the north where there is not much sunlight, take a Vitamin D supplement. (Studies show it helps with depression)
Also, if in dark climate, put bright natural daylight bulbs around your house.
Take Omega 3-6-9 oil supplement (OK, not free, but cheap at Costco). Scientific studies show it improves depression.
Limit alcohol intake to one a day for female, two for male. Alcohol is a depressant and will not help your deep sleep patterns.
Do not watch the news, or depressing crime or murder shows. Watch lighthearted comedies and positive things while you are depressed.
Call a good friend to talk. Avoid negative complaining people like the plague. They will feed your depression.
If you are lonely, get a pet to nurture.
If you are grieving a loss, allow yourself some time each day to grieve, cry, or indulge your true feelings. Don't suppress them. Don't wallow all day though. When time is up, force yourself to do something else.
Do one nice thing to treat yourself every day. Read a favorite book, play game, music, bath, chocolate, whatever you enjoy.