Not OP, but here's my story: I did not enjoy being on any SSRI or NRI so all my work has to be behavior. In general, all the approaches that have worked for me when it comes to changing behavior follows a pattern of:
Perceive -> accept -> insight. This is in the context of a reaction to a stimulus.
1. Perceive the feeling and its reaction. First step is actually recognizing that I feel something and that I have a reaction to it. When something makes me anxious, I have a deeply uncomfortable physical reaction that starts in my diaphragm and radiates outwards. It's a cold, empty, hollow feeling tinged with fear. Before I started being aware of my reactions, I'd feel something and it might only be "bad" or "good." Focusing specifically on the reaction has allowed me to identify physical responses to feelings, which has helped me identify the feeling. This was a long and hard (but fulfilling) process for me which by its nature was very fraught - to practice this, I had to feel negative emotions. But with deliberate practice, and deliberate probing, I started to identify patterns and was able to 'map' reactions to the stimuli that produced them.
2. Accept the reaction. I used to spend a lot of energy avoiding the "bad" and increasing the good. An obvious lack of confidence in my own ability to deal with emotions. It's not possible to avoid "bad" emotions; you're going to feel them. Much better to learn how to accept them so they don't kill your entire day. I like the analogy of living in a city where it rains: It's going to rain whether I want it to or not. I can spend all my time indoors not getting wet and also not experiencing anything. I can try to be a badass and walk around without an umbrella and get soaked; now I don't ever have to check the weather and I don't need to invest in rain gear, but whether I get soaked or not is completely at the mercy of some other force. The ideal way is to accept the rain, put on a raincoat, and go about my day. In this case, the rain coat is the ability to accept a reaction to a stimulus, accept that it might have been negative, then let it pass.
3. Insight. For me, this is all about why I felt a certain way, what underlying values were being stressed for me that caused me to react. It's also about preparing myself to feel those emotions again, and trying to react better the next time. I do a lot of visualizing and projecting here. I try to think of someone, be it a real person or a character, who reacts the way I'd like to react. I imagine the stimulus that upset me, then try to picture myself reacting like they would.
I hope this is helpful. It's a high level, general way to change your behavior. I've done a lot of work with therapists and life coaches to suss this out. If you're on the fence at all about getting help, do it. Easily one of the best decisions I've ever made. At the very least, a book called the Power of Habit by Charles Duhig (kind of pop-sciency, but insightful) might be worth reading.
Also, as other people have suggested: Exercise, but the one most people forget: Sleep. When I start prioritizing 7 - 7.5 hours a night (can't really sleep longer) my mood drastically improves. Getting a good night's sleep is probably the biggest bang for your buck, by a long long margin in the mental health department. If you are getting sleep, exercise is next. When I lift weights 3x a week, I have more energy, I sleep better, my mental reflexes are sharp (I don't feel foggy or hazy).