Different anti depressants do different things and work on different synapses in your brain. If your doctor knows what he or she is doing, and is well informed on the variety of anti depressants, hopefully they will start you on the one most promising for you.
The down side is it can take 4 to 6 weeks before you start feeling better.
For example, my son has been clinically depressed. He was on Wellbutrin for a year, he felt it wasn't doing much for him. He changed doctors, the new doctor said, 'Wellbutrin is not the anti depressant of choice for people with social anxiety'.
So my son is in the process of starting Zoloft and staying on the Wellbutrin at the same time for now. The Zoloft works on a different part of the brain and it is actually working for him. The difference in him is remarkable. I figure the doctor will probably now take him off the Wellbutrin slowly and up the Zoloft.
My point being, if you have a decent doctor, who isn't just busy writing scrips for whatever the Pharmaceutical sales representative has just given to him or her to peddle in return for a free trip to where ever (I digress), but they actually talk to you and determine which anti depressant may work best for you and your particular situation, you stand a much better chance of it working for you.
If the anti-depressant works, you will know it. And when it does work, it is a great feeling, and it allows you to right yourself and get on with your life.
And one more thing, do not overlook SAD, Seasonal Affective Disorder, I use light box therapy during the winter months, and it works great.