Hi, Ericka -
It's best if you don't try to buy something - that is, treat yourself - until you've had a mental health provider confirm that you do have depression and that's it not the side effect of another condition or medication. Antidepressants are powerful drugs that affect your brain chemistry, and you can't get them over the counter. There are several herbs and supplements, though, that people use for depression, and these are readily available.
St. John's Wort has been studied to some extent and seems to work best for people who are mildly depressed.
Folate is a nutrient produced by the body, and it's often taken as a supplement to help with depression. I believe studies on that are inconclusive about its effectiveness.
Sam-e is taken by a lot of people who say it's really effective. If I'm remembering correctly, it acts on dopamine, to produce a feeling of wellbeing.
Omega 3 fatty acids have gotten a lot of attention and research as important supplements to decrease depression. Fish oil has a lot of these, and there are a many supplements that include them.
Hope that helps -