I've been on both Celexa and Lexapro, in addition to doing the prozac, wellbutin, effexor, paxil, zoloft thing. I PERSONALLY have found that lexapro works the best for me - with the least amount of side effects.
What about getting a bunch of samples from your Dr? My co-pay is expensive so my Dr. helps me out with lots of samples. You can try and fight the insurance company (which is stressful and depressing by itself) once you have shown you can't take anything else.