I tried using self control techniques without any medications but these only worked on getting my emotions straightened out (which would change randomly within seconds into all sorts of emotions, not just sad or guilty or anxious or whatever) which I imagine was just psychological in nature due to the fact my psychosis on the other hand relapsed. If you have psychotic states I'm sorry but I don't think there are any natural remedies for that. As for mood, I hear omega 3 fatty acids are wonderful for making a person feel better and they are supposed to have other benefits for you on top of that. Some people with bipolar disorder even take them as a supplement to their treatment when they take psych meds. Not going to make any promises on it working out for you however.
People try everything from yoga to running to herbs like st. johns wort and wood betony. Talk to your physician about alternatives. Many psychiatrists are open to alternative approaches instead of the, "throw some pills at it" philosophy.
Ask the tough questions of your doctor - they are not GOD'S - Make them tellyou why they are prescribing the medication what the dosage is supposed to do and how soon. What are the alternatives - if they cant answer you to YOUR satisfaction find a new doctor....
If you have been through medications in standard use you might want to find a referral to a psychopharmocologist. They are medication specialists and would know of medications that are FDA approved but used off label. As for the use of natural remedies it would depend on the doctor and what is being treated. There are natural remedies with anti-depressent effects but they have side effects of concern. I was allowed to use fish oil or flaxseed oil for a while and it did have a mood stabilization effect but it was not able to replace any medication. All natural remedies should be approved for usage and supervised by a doctor or psychiatrist of course. There are often more medications that are in use than a person would think but some psychiatrists have a specific working regimen of medications and might not be familiar with their usage. There are also psychiatrists who are mood disorders specialists. Not everyone needs this of course but if a person has tried known treatments and hasn't responded to them or can't tolerate known treatments that is one worthwhile option.