Are your meds prescribe by an MD or a Psychchiatrist Rar? I have tried a few meds over the years myself, but I personally found them to be only part of the solution. Kind of like pain meds mask physical pain, but they don't cure the actual problem causing the pain. In my case it was anxiety, not depression, but in a similar way some of the meds I tried actually made things worse, not better.
I found that working with a good counselor that I trusted allowed me to develop a solution that used some meds to get "over the hump" so to speak, but then I have a whole new lifestyle to help live with my anxiety and keep it at bay. That includes cutting back on caffeine and sugar, eating well, getting regular exercise, mindfulness and meditation exercises, occasional counseling visits ( I only go about once a month now ) and lots of reading/self help.