If you feel you cannot take ADs due to side effects - although many do not have the weight gain issues - I would suggest you explore the Worlds of Therapy and Meditation. The former takes some organising and you need to find a Therapist you click with, the latter you can start practicing on your own, although classes bring very effective experiences.
Then you can always join us here on your own Thread on the Depression Forum:
http://neurotalk.psychcentral.com/forum37.html
It can be very therapeutic to write about your issues to fellow sufferers, and you will find a great deal of support there.
I am sorry you find yourself in this situation. I do hope you are able to climb out of the Hole before it gets too deep.
Dave.