My first depression med was Prozac. Although I do think it worked well, I still had this feeling that I could feel better. I took Prozac for several years, tried Effexor, and then Lexapro for many years, also.
Lexapro seemed to have this effect of making me hmm...numb. I think it affected my memory, my concentration, and it definately had negative sexual side effects.
I switched to Wellbutrin, 150mg/day, about four months ago. At first it was like a veil had been lifted! I felt motivated again, felt like I could think clearly, and the sexual side effects went away. I was able to commit to a diet and lost nearly 30 pounds! The down side to this was that, after about 6 weeks, I realized that I was feeling depression in a way I never had before. Thinking about death became a daily preoccupation. Quite honestly, the idea of dying started to seem quite appealing. I thought maybe the drug was working well but I was just 'feeling' again as opposed to the numbness with Lexapro.
I can't take a higher dosage of Wellbutrin due to the blood pressure increase it causes, so my doctor has just prescribed Paxil. After reading some of the contributions here, I have to say, I'm a little leary of starting this drug! I will try it, but, as any of us suffering from depression know, it really is about trial and error.