You will probably need to continue medication even after you feel better. The American Psychiatric Association recommends that people keep taking their medicine for four to five months after they recover from a first episode of depression and often longer (sometimes even indefinitely) for people who have had multiple previous depressions. This helps reduce the risk of relapse.
Not only does it take time to get an accurate depression diagnosis, finding the right medication to treat depression can be a complicated, delicate process. Someone may have a serious medical problem, such as heart disease or liver or kidney disease, that could make some antidepressants unsafe. The antidepressant could be ineffective for you or the dose inadequate; there may not have been enough time to see an effect, or the side effects could be too bothersome -- leading to a failure of treatment...
Norepinephrine and dopamine reuptake inhibitors (NDRIs) affect norepinephrine and a different chemical in the brain, dopamine. This class of drugs includes Wellbutrin (bupropion). Side effects are usually mild, and include upset stomach, headache, sleep problems, and anxiety. Wellbutrin may be less likely to cause sexual side effects or weight gain than other antidepressants.
Noradnergic and specific serotonergic antidepressants (NaSSAs) also affect serotonin and norepinephrine in your brain. This class of drugs includes Remeron (mirtazpine). Side effects are usually mild, and include upset stomach, sleep problems, weight gain, anxiety, and dizziness.
Older Antidepressants Some of the first medicines used to treat depression were tricyclic antidepressants and monoamine oxidase inhibitors (MAOIs). Both types affect the availability of certain neurotransmitters (chemicals in the brain) that are thought to play a role in depression. While these medicines can help, doctors don't use them as much anymore. They can have more severe safety risks due to certain drug or food interactions and also can be very dangerous in overdose. However, they are still the right choice for some people with depression -- especially if newer antidepressants don't help.
Other Medicines Other drugs that are not actually antidepressants can also help. For instance, some people recovering from depression will benefit from drugs for anxiety or insomnia. In addition, certain atypical antipsychotics -- such as Seroquel XR (quetiapine) or Abilify (aripiprazole) -- have been shown to enhance the effect of antidepressant medicines for depression when an antidepressant alone isn't fully effective.