“Non-denominational” doesn’t necessarily mean that one’s Christianity lacks defined doctrine, or structure, but rather that what structure there is, is de-centralized. There are branches of protestant Christianity that recognize a church structure only at the congregation level. That is, while they adhere to certain general principles and are loosely affiliated, they lack a hierarchy. An example of this are the Campbellite churches which come from a definite historical movement with an associated belief-structure (often you will encounter them as something like “First Christian Church” or “Cherry Avenue Christian Church”), but are are also independent, autonomous congregations, (financially, especially), with only the local pastor, elders, deacons, church board in charge. These churches lack a denomination, unlike, say the Southern Baptists, whose congregations are also autonomous, but are still members of the larger convention (denomination).
I think “non-denominational” is more about church structure, than do-it-yourself, un-orthodox Christianity.