I myself started on Ambien after a depression so unfortunately I didn't try these other things first. It's a really good book. I has a lot of suggestions and steps to get rid of any bad habits that you might have that are preventing you from sleeping. Another thing you might want to try is counseling. You may have some unresolved issues that you are not even aware of that need to be dealt with.
Relaxation is an important part.
That is what I struggle with the most. I can't seem to get my mind to turn off at bedtime. Don't ask me why I can turn it off to lay down and take a nap in the afternoon though. You sound like you have the same problem with that. Don't rule out medication.