Did your doctor do any blood tests to check for other causes for your depression? Hormone imbalances, such as with peri-menopause, hypothyroidism, and things like that can cause these symptoms. Too many people get saddled with depression when they actually have an underlying medical condition. Go back to your doctor and ask for him to look into other causes.
If everything gets ruled out, then you may want to consider talking to someone rather than just medicating this. Talk therapy can be very effective with depression. It may also be that you need a different type of antidepressant. Not every pill works for everyone, that's why they have so many.
I know this sounds like the last thing you want to do, but aerobic exercise has also been clinically shown to be more effective than antidepressants for mild to moderate depression and for treatment-resistant patients. You can look up the studies, just google "aerobic exercise for depression" and you'll see articles about it. As little as 30 minutes a day of walking helps. I'm not saying to go off your medication--only do that if your doctor tells you to. I'm just saying that it's worth trying in addition to the other treatments.
I hope you find something that works for you. Good luck. Let us know how things work out.