What are ways to help with anxiety and depression?!

What are some ways to help with anxiety and depression without meds, because when my doctor prescribes me meds for panic attacks, anxiety and depression, i freak out even more because i don't know what it is going to do to me. So they actually do more harm than good. I get to where for a while i may be ok, but then i get like this for about anywhere from a few weeks to months where i can not even get out of my van to go into walmart, or leave my house, be around people, i get depressed thinking about things that happened in the past, and all kinds of crazy stuff. Any suggestions on maby how to help this without meds? Like maby something i could do, or start eating or things to avoid?