So sorry you are dealing with this! Please know we are a caring bunch here.
Some things come to mind like diet, allergies, and alternatives to drugs. Are you seeing a psychologist, psychiatrist or related? If so, does the doctor and your 'regular' doctor know which meds you are taking? In other words, are they on the same page?
I think too, that having a caring, listening doctor is important. Too often some docs shrug off our concerns. Does your doctor really listen to you? Or might it be time to find a doctor who is a better listener? My own doctor really takes his time to listen (making him very popular and busy, BTW!). When I had several health issues a while back, he would patiently help me find answers, trying one thing, and if that didn't work, moving on to try something else. However, he DID finally tell me there was little else I could do.
It was then that I did more reading and online research for my conditions (fibro and an unspecified neuro condition). For example, I would search online for "natural alternatives to (name of drug)" and get several suggestions. Of course, it's important to check with your doctor before discontinuing any drug, and also trying new herbs, etc. But I have found I take few meds now and feel better. I still occasionally take meds during flares, but I'm one who really, really hates to take anything. (Edited to add: Please note I'm NOT saying there is not a time for medication--there definitely is, and your doctor(s) can help you decide that). It's extremely important, too, to always, always consult your doctor before discontinuing any meds. That can't be emphasized enough.
I am cleaning up my diet, too, and trying to drink more water. The 'right' foods, cutting back on sugar, cutting out caffeine, junk food, etc. can really be helpful.
We all have lots of stresses in our lives, too. I think I could write a book on that one! Even a priest, minister, or rabbi can be helpful in dealing with life issues. I also like self-help books. Years ago I read one by Dr. Claire Weekes called "Hope and Help for your Nerves" when I was going through a really rough time. I highly recommend Dr. Weekes' books. They are inexpensive and very practical. Here's a link to one:
http://www.amazon.com/Hope-Help-Your-Nerves-Signet/dp/0451167228
By the number of stars this book is given here, looks like I'm not the only one who has been helped by this book. (I think she has three books, total). When dark, negative thoughts enter my mind, I now tell myself, "Nope. Not going there." and as Dr. Weekes, advises, 'float' past unwelcome suggestions, and replace them with something positive and uplifting.
I think hobbies are important, too. I have a few which really take the 'edge' off of bad days and give me a new perspective.
I have to occasionally look at my social life, too. I tend to hunker down in my house, especially when I'm not feeling the best or feeling a little down. But I do find if I get out and get a change of scenery or eat out or do some 'fun' shopping, etc. I feel a little better. Getting out with friends is important, too, and with family members who understand and care.
One of my sons is near your age, and is dealing with depression. Unfortunately, he also developed some drinking problems, which made the depression worse. He also has ADHD, was put on meds, and is seeing a psychiatrist. Lately, he sounds like a new person. He is now moving ahead and will start school soon. He is making new friends and said he feels so much more positive (he also sounds that way!). As I told him, life is a step by step process. We shouldn't look behind or too far ahead. We only have today, and can do our best to see tomorrow is a good day, but we're not fully in control--we can only try and give life our best attempt.
For me, my spiritual life is key. My faith is very important to me, and gets me through much. I pray throughout the day and do my best to live what I believe. I attend Mass each Sunday, and besides the (huge) spiritual aspect, the community is wonderful and supportive. I pray for others every day. We all have our battles to deal with. Life isn't easy at times.
It helps, too, to not try to tackle all your problems at once. Start with one and work on that. Life is a step-by-step process. One day and one thing at a time. I've found that otherwise, life can be overwhelming.
Just a few ideas. We're all different. I hope things improve soon. Keep us posted. We care!! Best wishes and prayers for you. Hope this helps a bit.