Depending on the country you live in there is usually some sort of protocol for the order in which you try antidepressants. This order is based on the severity of possible side effects. So you start of with medications that have little side effects, and when this doesn't work you try one with possibly more effects, but also more side effects.
For me this has been:
1. SSRI (escitolapram)
2. SSRI (fluoxetine)
3. SNRI (venlafaxine)
4. A-typical antidepressant (bupropion)
5. TCA (nortriptyline)
6. TCA (nortriltyline) + lithium
and now I'm getting of nortrilen&lithium so I can try the next one:
7. MAO-inhibitor (parnate)
So there are many different types of AD's to try, and per class there are many different brands.
The conclusion here is that for me none have worked so far. Prepare for a long, long process of finding something that works. Or possibly never find anything. Sorry, not very optimistic.