Also please know that many antidepressants are considered okay to take during pregnancy. With SSRIs, there is a sort of a risk/benefit ratio. If a mom is miserable then in the end that's not better for the baby than taking certain SSRIs b/c you are far less likely to take great care of yourself when you're suffering from depression. And if a mom has any thoughts of harming herself or the baby, then meds that alleviate those thoughts are preferable. If you can get off meds and still feel good then that is ideal. If you can't, then you can try a smaller dose or switching to an antidepressant that has been well-studied for pregnancy (you may already be taking one that's considered okay).
Regarding homeopathics, I know a lot of people have good results with sepia. It's good for depression that has an anxiety and/or anger part. I don't generally respond to sepia (despite my anxiety/anger, LOL!) but I tend to respond well to pulsatilla at times when I'm really feeling forlorn. Bach's Rescue Remedy isn't homeopathic, but is another product that helps me.
Great nutrition is important, also. Be sure to take high-quality prenatal multivitamins, something like Rainbow Light or Vitanica. Adding fish oil is great. Make sure you get a brand that screens for metals (Carlson's is one brand that's supposed to do so). Also flax seed oil. Ample protein during pregnancy is extremely important, and if you don't get enough you'll crave sweets, which has a bad effect on depression! There is some debate about how much protein, but generally at least 75 grams is recommended (unless you are a longtime vegetarian, in which case you may get by on a minimum of ~60-65).
P.S. I just wanted to add that I saw my nurse practitioner the other day to discuss pregnancy and antidepressants, and she said that she does not consider St. John's Wort safe during pregnancy. She is knowledgeable about alternative treatments and thought I should continue taking some SJW in order to keep my dose of Lexapro low, so she definitely isn't anti-herbals. She just feels that the risk of Lexapro during pregnancy is much lower than SJW (plus Lexapro is way more effective for me).