Sleep, Diet, Exercise, Stress Management, Exogenous Compounds (from coffee to melatonin to Prozac, and anything in between)
These are certainly important factors, and I think we need to look much more broadly at underlying factors than just these (or just drugs).
I've been reading about mental health issues for years with my own ups and downs, and the best book I've read on this topic so far is Lost Connections by Johann Hari.
In the book he describes the ways modern life has disconnected us from a lot of what humans find meaningful, and given that it's not surprising that rates of depression and anxiety have skyrocketed. For me, learning what those underlying causes are has meant I could start making a conscious effort to address them in my own life. It's a lot of work, but it's been far more effective than just trying to make myself feel better by improving my mood with exercise, sleep etc.
I think as a society we've become so good at dealing with symptoms, but we're afraid to spend the time to look deeply and investigate causes. Politicians think that riots are the problem and if they stop the riots with force the problem goes away. But riots are just a symptom of a sick system.