I’ve struggled with severe depression and anxiety for most of my life. I’ve been prescribed a variety of psychiatric drugs. I completely understand that you feel they’re not working for you, or not working very well, or even possibly making things worse.
I haven’t used any psych meds for about 10 years now. I still struggle with mental health issues, but I have learned some coping skills that help manage my issues somewhat better.
Dialectical Behavioral Therapy has shown to be effective for many people. It was developed by Marsha Linehan and is closely based on many Buddhism concepts.
Some other good suggestions in this thread… meditation can be helpful, but can also bring up more self-awareness than one would like. 
Often I feel I’m more aware of what’s causing my moods, or reasons why I have had problems with relationships for much of my life; problem is, I haven’t come up with great solutions yet.
As for meds, I think there are more risks associated with them than what the public has been told, that their efficacy is hyped up far more than their actual effectiveness.
(on a personal note, my dad died of suicide a week and half after being prescribed a benzo. I don’t have any proof of course that the med had any influence, but looking at the side effects it seems definitely within the realm of possibility.)
There’s a documentary that was released recently called “Medicating Normal” It features stories from 5 people who claim to have had severe adverse events to psych meds and the film promotes the idea that patients should receive more information before consenting to being prescribed medication. There are some links on the film website to many resources which support the idea that the public has not received very complete information about risk/efficacy benefits. Some other people interviewed in the film are doctors, and a prolific journalist on the subject, Robert Whitaker.
One great book I read on the subject in 2008 is called “Side Effects: A Prosecutor, a Whistleblower and a Bestselling Antidepressant on Trial”. Written by Alison Bass, a former reporter with the Boston Globe (The links on the film website I mentioned above has resources by mostly physicians).
From what I can tell from my own experience and from reading anecdotal stories, patients are told to ignore any instincts if they have negative feelings about their treatment, their doctor, or their meds. But I feel that sometimes people are on the right track and should definitely be skeptical. Of course that’s true with most subjects or things we hear in the news or products advertised, so I’m sure that doesn’t come as any surprise.
This is a pretty diverse resource list of general mental health resources; some online and some not. I hope you can find something to help you cope better and restore some hope.