How can I treat depression without pharmaceuticals?

I have been depressed for about 4 months. I was just sad at first. Now depression is interfering with my life. I do not want to get out of bed or leave my house. I find myself making excuses to friends and family for why I cannot go over during the holidays. But, I am afraid of taking antidepressant medications. I have taken Prozac before and felt like a complete zombie. Are there any methods of treating depression without pills?