Other than meds, what are some ways to overcome depression?

So been struggling with deppression and anxiety lately to the point of its becoming a strain on my fiancée, she loves me dearly as do i and i just want some tips and tricks of how you all help deal with your problems, wheather it is by yourself or with your SO i am all ears. Just seems like there arent many things to help besides getting prescribed some meds which i really really don't want.