1500 mg of St. John's Wort/day is just as effective as as a few commonly used anti-depressants, this has been proven in clinical trials.
I also think that making sure you have good quality fats in your diet, as the brain is mostly lipids, and depression has been on the rise since we did change the types of fats we consumed approximately 40-50 years ago.
Cognitive behaviour therapy has also been found to be highly effective for moderate depression, as has exercise.