I can understand your frustration. As Victoria said, it can be a lot of trial and error in finding the right meds, but it is worth persevering. I have been on 4 different anti-depressants and am on 2nd lot of mood stabilising drugs, amongs others. I have had some vile side effects with some of the previous drugs I've been on, and while the current anti-depressants have helped a lot, I was still having mood swings that really frustrated the heck out of me. This latest stabilising drug (touch wood) seems to be doing the trick, but it has been a long road in trying to get to this point. I have also been seeing a psychologist fortnightly and a psychiatrist on and off (mainly for medical prescriptions), so have been attacking the problem from many fronts. I hate taking drugs but I know that they are helping me. Please talk to your doctor arguy, give them a chance to work, but if they don't at least improve your mood within the suggested time frame, then maybe you need to try another type. Just be really honest with your doc so he/she can work out the best thing for you.
Good luck, I hope you find something that helps you soon.