Yes, find yourself a new doctor with a different approach to treatment. And there is something else you might want to consider. Often depressed people lead internal lonely lives. Have you thought to become involved in outside activities? Take a class. Take up gardening. Join a choir. Do something that you have always wanted to do, but never got around to. An enjoyable activity might raise your spirits.
Only to add to what Paxiled said, not to contradict it at all--consider looking up Dr. Amen's website. He has very useful information that is just more detailed than what Paxiled said. He is the brain doctor that has been seen on PBS stations nationwide. He is a psychiatrist, but as explained on the programs on PBS, he is more interested in working with the natural stuff first--before using pharmaceuticals. Truth be told, he would not contradict what Paxiled said. You should be able to simply get more information by going to Dr. Amen's website. Full name is Dr. Daniel Amen.
You shouldn't take either 5-HTP or St. John's Wort along with an anti-depressant, because it's theoretically possible to get an overdose of serotonin. I'm also curious about the term "mood swings." Anxiety and depression are what 5-HTP can help with, and St. John's Wort is for depression. Melatonin is a sleep aid. But mood swings are different from anxiety and depression. I'm no psychiatrist, but do suffer from anxiety and depression, and if you're truly bipolar -- there are a lot of people diagnosed bipolar these days who are not true bipolar -- anti-depressants such as Cymbalta wouldn't be the drug of choice. It wouldn't even normally be the first choice for an anxiety sufferer, since it is very stimulating, unless your depression is causing the anxiety -- usually an ssri would be more appropriate for anxiety and depression because they don't target norepinephrine, but everyone's different. At any rate, you don't say exactly what you're suffering from, or how long you've been on Cymbalta. It may not be the right med for you, but be careful about quitting -- it can be difficult, so be sure you're psychiatrist knows how to do it properly and respects it, and do your homework. But you might also just not have been on it long enough to see if it works or not. Drugs are very trial and error, and it can be hard to find one that works, and if you're not truly bipolar, which has no cure, the drugs won't cure, they will help symptomatically, which is often the best we can do, but one shouldn't give up on therapy. Talk to your psychiatrist and see what he or she says about it not working well, but don't experiment with the 5-HTP or St. John's Wort while you're taking these powerful drugs that affect the same neurotransmitters. Good luck.