If someone put a cup of pills in front of you right now, and said if you eat them you'd feel happy, would you take them? You'd probably give them a try. The prescription of anti-depressants is based on research that people who suffer from depression have lower levels of certain brain chemicals (see Medication).
On her website, Melody Clark describes how she used nutritional supplements to successfully treat her own severe depression, and has a self-help manual so others can do the same. See www.depressionlife.com. There are many studies available on the web of how what we eat can affect our physical state. There are no testimonials on the site, or scientific evidence to back up her claims for the effectiveness of her program, so anyone requiring further information should use the contact form: www.suicide.com/contact/index.html.
Of course, that is not to say that there are not other ways of exploring how diet and supplements can affect your energy levels or mood, and you may want to consider consulting a nutritionist in this regard.