New to Dysthymia: Seeking Alternative Therapy

Last week I finally went to a psychiatrist and told her my life story, all the ups and downs, everything. At the end of it all, she told me she thought I had dysthymia, as well as some strong psychological lingerings that, I hope, are getting treated through my individual and group therapy sessions.

But both my therapists (individual and group) are pushing the medication route, and as a physically sensitive, active, outgoing sort of girl, taking pills just doesn't make a lot of sense to me right now. I'm socially active, have a lot of friends, have a successful career going, and always eat and sleep well. I've just got these knee-jerk emotional reactions to certain relational situations (friends or intimate) that, no matter what I do, send me down and down; or rather, knock me into a state of physical disruption and coldness. Usually I can function well in this state, "faking" life in a way that doesn't feed the sadness inside. My hope is that through "practicing" outwardly feeling good, the inside feelings will follow.

And so my question is - both in and outside of therapy sessions - how can I support myself through the process of realigning and reworking th emotional grooves i've worn in myself through years of low self-esteem and indecision? Yoga? Dance? Valerian root, st. John's wort, etc.? What strategies can I rely on when I feel myself going down? What can I do to remain up, without the medication? What do you all do?

My latest strategy: when i'm going down, get on the phone and call whoever I can, and just be relational, and talk. It distracts me from the coldness inside, and doesn't let me go down any farther.