If you don't want to depend on loads of caffeine to keep you up and alert, exercise, and proper diet is also another really good (and natural) remedy for lethargy. Also, make sure you are getting your proper vitamins, especially, your B vitamins, and iron.
I used to have very bad anemia, then I started taking a once a day multi vitamin (which contained 100% daily needed iron). That helped a bit, but I was still somewhat weak and sluggish all the time.
I started running 5+ days a week (plus strength training exercises as well), and eating healthier, and now I have more energy then I've had in years.
Just a little health note: stay away from too much heavy carbs that contain white flour (better to stick to whole grains, but not over doing it) and make sure you're getting your full protein for the day (about 0.4-1.0 grams per pound you weigh, depending on how active you are). Keep your blood sugar balanced, by NOT skipping meals. ALSO, make sure you are getting enough fluids (and anything with caffeine or sugar do not count). WATER is the best!