I've taken several different meds in my life. Paxil (gained 30 lb on it!!! - then doc told me she'd never prescribed Paxil to anyone who DIDN'T gain at least 30 lb on it... grrrrr) Zoloft, Wellbutrin, Celexa. The last med my doc gave me was Effexor. I couldn't take it at all! One day & it made me soooo sick - I mean vomiting, sweating, dizzy sick. Zoloft worked for a while, but then just ... didn't. Wellbutrin never did anything at all for me. I took the Celexa for about 6 months when getting OFF the Paxil. All of this has been over a course of 20+ years.
Prozac works the best for me. At one time, I claimed that I didn't care if I got fat... if I had to choose, I'd rather be sane than thin... but I swear, I hate being fat. I also hate being depressed. I really hate that certain meds make me gain weight.
Part of my depressive state is that I eat-eat-eat. It's a no-win sitch.