If you have tried all the main medications and they haven't helped, then there probably isn't a pill out there for you. There is no pill out there for me. I have tried many many different kinds and nothing has helped me.
If you are currently taking something, do taper it off gradually with the advice of your prescribing doctor. Being med-free is a great thing even tho you still have the depression to deal with, but it the meds aren't helping, why add that extra job of taking pills to your day? Sometimes the medication can worsen your symptoms and the withdrawal is never worth it either.
For me depression has three main components, besides a possible imbalance of chemicals in the brain. These are the problems of every day and lack of sleep and diet.
If you do decide to change from meds to an alternative method, consult your doctor. Otherwise it is your perspective on life that you have to force yourself to change...to realize that you are not in control of everything and never can be, and that you will make mistakes. Take a deep breath and put things in order as to what really does and does not matter. If you can't change it, let it go!
The next thing to do is to get 8 hours of sleep in every single night. Put yourself on a regular schedule. Write it down and stick to it.
After that all you have to do is eat right. Stay away from caffeine and processed sugar. You will find that just doing that small change in your diet will give you a lot of power you thought you never had, not to mention the health benefits of a better diet. There are some people who have balanced their depression through diet and I am sure there is a dietitian near you or a nutritionalist that could help you find the right diet for your lifestyle.