How to treat depression/anxiety/paranoia?

Without therapy or prescription medication or stuff? My parents won't let me do therapy, and the doctor isn't just going to give me any medicine. I don't have anyone I can really talk to regarding this stuff, or really anything at all (I don't have many friends; I prefer being by myself and not talking to people). I exercise every day and eat healthy. I tried St. John's wort for a while, that didn't work. Is there anything I can do? Any otc medicines or natural remedies?