That should always be your first resort, since medication will not cure you, it will only treat symptoms. As for
natural remedies, they are complicated and not so easy to describe how to use them, so the best bet is to see a naturopath if you want to try that road. A book to read is Natural Highs by Hyla Cass, a psychiatrist at UCLA. We also don't know how old you are, and both certain medications and some natural remedies are inappropriate for people under a certain age.