History:

The Patient has been diagnosed as Depressed (3 times) Bi-polar once, and definately has anxiety issues now.

The patient has been prescribed several medications, either the patient didn't like the pills or the patient took the whole bottle of pills to "fix" the problem once and for all.

The Patient is a young adult, thus we can not regulate his dosage (hand out pills), The patient flat refuses any more "psych" visits since they associate those visits with institutions, pills and ER.

Is there any alternative methods out there to help this person?

Any advice welcome - and yes, though it would be wonderful to get medical help for these issues, I fear that the history points at the help causing more harm than good.

"Physical Activity (Depression)

Physical Activity helps cleansing, it brings balance and relieves stress.
Psycho-physical activities will help you balance your body and will help you relief accumulated stress. You will have to find a form of exercise that suit you. I will just give you a few examples:

Mini Trampoline jumping - rebounding!
Meditation
Walk or jog in the nature : Forest, Mountain , river / sea / lake side, beach ... fishing, photo-safari, rowing, riding, golf, ...

Tai Chi, Chi Gong, Meditation ...
Yoga - Hatha, Meditation, Chinese Yoga ...
Martial Arts: Karate, Judo, Kung Fu, Teakwood, Budokai, Uechi, Aikido ...
Dancing, Aerobics, Gymnastics, Stretching ...
Swimming in non-chlorinated water ! ( Best in minerals rich water - Ocean ! )
Weight lifting, ....
Do not exhaust yourself !
Do not exercise with full stomach ! (You may take a walk!)
Do not hurt yourself !"

This is taken from a alternative medicine website. They also recommend a bunch of cleanses like colon cleanse and all that stuff, which I think is pretty nuts. I do think that finding new outlets for the tension, anxiety and energy is important so this little section on possible exercises is good. It's got to be something that he can get up and do if he starts to feel crappy... so a lot of these are good options because they don't require a lot.

I think the main thing that should help is living healthy - healthy diet, good sleep, exercise and some people to talk to openly. I don't know much about depression really but it seems more than anything he'll need to get in touch with his moods, his thoughts and figure it out in a healthy environment.

Having a good buddy just to talk to is good therapy. Just a common every-day buddy is best as long as the buddy is not depressed as well.
Even the physical activity/exercises can be a buddy effort.

Consider the patient's situation also:
Sometimes the life that the person is living is the cause. That might sound sort of obvious, but it's true.
Personal Example: I was living with my boyfriend and his mother last year. I was very depressed, has insomnia, self-mutilated, etc. My pseudo-mother-in-law suffered a stroke and was horrible to live with as a result, for many reasons, and my boyfriend, the one person that made me happy was gone from 6 A.M. to about * P.M. every night, he'd come home, eat, shower, go to sleep. My parents had moved down to another part of Florida and I stayed behind to go to college. I missed my family, missed my boyfriend, hated his mother, etc. Granted, I was 17 at the time.
I now live with my boyfriend and with MY family, and I'm much happier.
My point is, the patient may be dissatisfied with his life, more than people may realize. He may be surrounded by people or a place that he simply makes him unhappy, not for reasons of depression. I'd recommend a fresh start, basically, or to remove the negatives in his life. Depression sometimes come from an environment of seemingly dead ends and negatives, find what makes him happy, in a sense, and focus on that.
Kind of hard to suggest ideas with information given, but that's an suggestion from personal experience of what caused my depression. His might be something else entirely. Anything might help, good luck.