Often simple lifestyle changes can help cure depression and anxiety without medication naturally. However, because they are simple to do, they are also simple not to do!
Learning how to relax is extremely important in relieving stress and reducing depression and anxiety. Taking on too much can put undo pressure on anyone. Be kind to yourself, but be firm with yourself too, make sure you are active every day! Reduce your workload and re-examine your schedule. Learn to say no. Others do to you, why should you not to them? It is self preservation, often you find people suffering from anxiety or depression are too nice for their own good!
Regular exercise, sunshine, nature, meditation, pilates and deep breathing techniques will all help to make you less anxious and stressed. Exercising in the fresh air, especially somewhere beautiful (countryside or sea) is proven to have an invigorating effect on the mind, due to the negative ions in the atmosphere, which cause your endorphins (feel good chemicals) to rise. A daily walk will definitely help cure depression and anxiety without drugs.
A well-balanced diet that includes plenty of vitamins and minerals will help the body and mind to function at its peak and will help you to reduce anxiety and depression. An apple a day really does keep the Doctor away! (And cellulite too, as a side benefit!)
Make sure you get plenty of essential fatty acids in your diet too, especially Omega 3, as the brain is 70% 'good' fat. No - these won't make you fat, it is the same oil found in oily fish, and as a side benefit, is great for you hair, skin and stops your nails splitting! You can take these as capsules, to avoid the fishy taste. Make sure you get one that is high in EPA, you need a concentrated strength version, don't just go for the cheapest and wonder why it doesn't work! With Vitamins especially, you get what you pay for, so buy a reputable brand as cheap ones can be full of 'fillers'.
Get plenty of rest, make sure you get some sleep before midnight and avoid the overuse of caffeine and alcohol, two things that can massively contribute to raised levels of depression and anxiety. Alcohol especially is actually a depressant, and long term use will make you paranoid and suspicious of people, leading to social withdrawal and further problems.
Herbal remedies such as Kava-Kava or St.-John's-wort can work wonders to cure depression and anxiety naturally. Kava-Kava can't be bought in the uk, but you can obtain it online, from the USA, and it is as effective as valium as it acts on the same part of the brain as valium, but instead of making you incredibly tired and groggy, it actually improves mental clarity and performance!