I think one of the tricky things about depression is how unique each person's experience with it can be. I can only speak from my own history. For me, medication was indispensable in getting me to a point where lifestyle changes could occur.

That being said, I do believe that exercising, eating right, maintaining a healthy sleep schedule, etc., all the boring lifestyle things have been key to preventing myself from slipping back into that depressed state, years after stopping medication.