Depression medication sucks. They don't know exactly why some of them work, and they put you through a roulette of them until you eventually feel "better". Most people I know who take these medications still aren't doing any better, they just feel less bad about it.
Don't look for a quick fast solution. Don't just go to a doctor to have them prescribe you script after script chasing after a cheap chemical lobotomy.
Instead, seek a good therapist. There are shitty ones, and there are good ones. It's worth searching for one who is a 'fit' for you, and can help you get to the root of your depression, instead of just masking it with pills that make you feel less.
You don't want to fuck around with these medications unless you have exhausted every other resource, and they are coming at the recommendation of a trained psychologist, instead of a TV commercial.
Anyone remember this commercial over and over again? So fucked up.