25or624,
Thank you for asking this question, because I think it needs to be answered truthfully and based on the answers I have read, too many people like the medical model for treating depression. I am guilty myself, having taken almost every anti-depressant until finding the one that suited me best and I am still on it.
Unless depression is so severe that someone is suicidal or unable to function on a daily basis, I would heavily recommend a better alternative to AD's. The truth is that daily cardiovascular exercise, a healthy balanced diet, and the proper supplements, amino acids, and vitamins can treat almost any level of depression. 5-HTP, SAM-e, Omega-3 EPA, and other supplements have proven great for depression. The problem? Doctors can't help you with this and you have to know alot and be careful and go through trial and error. There also isn't enough literature to know the side effects and interactions between all supplements, so be careful and ASK someone or do detailed research before combining supplements. You should generally not combine serotinin raising supplements unless you have been on one supplement for a long time and you slowly add the other (same with AD's)
If you are going to use an AD for treatment, which is probably easier, the fact is that different ADs work differently for different people. It also depends on what type of depression you have. If you lack energy and motivation then Cymbalta or Effexor XR and Wellbutrin XL can be great. the traditional SSRI's can work too (Lexapro probably the best followed by Zoloft, Paxil, Luvox) but they usually wear off. Here is where you need an experienced psychiatrist.
Here are some guidelines for finding the right anti-depressant. Make sure your doc starts you off on the minimum dosage and only increases by the minimum amount every two weeks. This take more time but makes the side effects bearable as they are always worse when you start. ALSO, don't stop taking an AD if you don't like the side effects because they most likely will go away after a month. Unless you cannot live without the side effects, you may be stopping the medication that will ultimately be best for you. Once the medication works, increase it once it loses its effectiveness. Once it wears off and you are on the maximum dose, either VERY slowly add a small amount of another AD (or anti-psychotic like Risperdal which is great for anxiety/agitation) which can also boost the effects of the AD. Effexor XR worked best for me and I have tried everything. It boosts serotonin at low dosages, serotonin and noradrenaline at medium doses, and once you get to about 300mg/day you also get a dopamine boost. Combining Effexor XR with Wellbutrin should get rid of melancholic depression but you might need an anti psychotic if you get too stimulated. Also, Provigil is sometimes used off-label as an anti-depressant even though it is only approved for narcalepsy (it really does have a mood-brightening effect). Even a small amount of adderrall XR or Vyvanse can help with depression. For depression that causes insomnia, nothing helps one sleep better than Seroquel (take a small dose, or else you might sleep for decades) and Lexapro and Remeron are really good downer depressants. I could go on forever but I will stop now. Trial and error, and never give up hope! Oh, also, don't be afraid to hop from one SSRI to another once they lose effectivness in order to stay UN-depressed. Anti-psychotics don't wear off, but AD's do...sometimes after a few months and sometimes after a few years. Hopefully in the next five to ten years there will be a more effective class of AD's.