My experiences with meds & weight have been kooky.
My first med was Prozac. It worked great - within a couple of weeks, I lost that "just wanna die" feeling & started living again. It didnt' effect my sex drive, I had no ill side effects, and I did not gain weight.
That was 17 years ago.
The 2nd time I was diagnosed with clinical depression, I was given Prozac, but it DIDN'T WORK - at all. In fact, I had that stupid side effect of complete lack of sex drive on it. Nothing on the planet is worth that to me, LOL....So we (meaning my doc & me) tried Zoloft. It worked - but I exp. too many side effects for it to be called a success. Next we tried Paxil. That worked GREAT. My depression quickly lifted, and I thought I was totally cured! - until I realized I'd gained 30 pounds, and I am serious! -
I was dieting & exercising my *** off, and could not lose one single pound while on Paxil!!!!! - then the doc told me she'd never prescribed Paxil to any woman who DIDN'T gain AT LEAST 30 pounds while taking it!

So as soon as I was "well" enough, I weened off Paxil, and finally got to a place where I could diet/exercise the weight off.
I was 3 pounds within my goal when I aggravated an old shoulder injury last year. Since then I have gained 26 pounds.

And I have fallen into MY THIRD BOUT with depression! (why me lord????) A different doctor than the one I had before... she & I have been working toward a common goal. To get me "Un"depressed & to NOT gain any more weight, and hopefully be able to lose again! First we tried Wellbutrin XL. No go. Then Wellbutrin. Low dosage. Did nothing. Higher dosage... did too much. Weened off that & am NOW on Celexa. It's only been 2 days on the Celexa, so I don't feel like I can give you a full report yet. But I will say this: my appetite already "seems" different. Less so, not more. So hopefully I will not gain any more weight & also hopefully this depression will subside.
The one thing I do believe whole-heartedly:
We are ALL different. Different diets work for different people; different meds act differently in different people. So you can listen to all our stories & what worked or didn't work for us, but really, this is something that is ultimately between you and your doctor.