Is there a natural way to cope with major depression? i hate taking antidepressants becuase either dislike the side effects.

Psychotherapy: can often alleviate depression without the need for medication. I usually recommend that, baring severe depression with suicidal thoughts and intent, people start with "talk" therapy. Often, this is enough if not after 2-3 months a medication consult with a psychiatrist is always possible. A psychologist will also recommend other types of interventions that may help without medication.