What are some natural remedies for seasonal affective disorder?

Light. The most natural and best remedy for sad is bright light therapy, administered at about 10, 000 lux brightness (at a distance of 1.5 feet) for 30-45 minutes twice a day. There are no other proven natural therapies for sad, although evening melatonin has been helpful in a study or two.
Light! A full spectrum light box used for about 30 minutes in the morning will help.