The 3 sometimes come together, but some of us experience them separately.
I though I'd share my experience with anxiety, which I had. Though, without depression...
Non-medicine based ideas, which worked with me and got me out of a horrible anxiety problem that almost kept me in my house. (I was terrified even when walking on the street, talking to people, etc.).
Things that might help those with anxiety, depression, neurosis:
-> psychotherapy (most try it, but don't put all the energy into it, after all, health is not just mental, but also physical)
-> run/jog on a daily basis (but don't exhaust yourself, when you get tired, stop immeadiately, because the movement is the key, not the resistance)
-> breathing exercises: try to slowly breethe in and out 10-20 times.
-> meditation/self-suggestion techniques: I tried it and worked well - imagine a beautiful landscape and the fresh air, the quiteness, then you will be more relaxed
-> music therapy: if you like ambiental music or music that's offered for relaxations, mediation, etc, try it, it could work!
-> eat well, energy full foods, especially (I heard vegetarians are more prone to anxiety then meat-eaters)
-> laugh: read jokes on the internet, laugh with friends, watch sitcoms and you'll see it helps give you a good mood
-> placebo effect: my psychiatrist prescribed me a very weak anti anxiety drug, which I took only a few times, then I tried taking the water only and it had the same effect because I rather felt the drinking to help than the pill... If you teach yourself that water helps, you'l be using it and avoid the drugs, which have side-effects
-> get in the routine: be occupied with something, because depression is makes people get out of the rhythm, loose control over activities - a bad thing is when you cannot do your daily tasks...
-> write down your problems: helps you understand them, organize solutions, etc.
-> write down your goals for next day before sleep, this might calm you down and you won't have insomnia, then make sure you actually do those things the next day...
-> if you feel afraid of something, like a palce that makes you feel phobias, like having panic attacks prior to an exam, then get prepared for ti and go there! (avoiding the danger is what keeps the fear alive, don't avoid, confront!)
-> don't smoke, drink coffee, etc. it just ruins you, only stimulate yourself positively mentally, physically, take no energy drinks, alcohol or any other chemical, whatsoever
-> get a pet to care for if you feel alone or turn the TV on : this helps you feel with someone
Don't look for magic medicine to cure you, the best thing you can do is help yourself!
I hope this helps some of you...