If you are getting discouraged and feeling more depressed try to keep in mind that it often takes doctors a while to figure out which medication will work for someone. At present, no one knows why one drug will work really well for one person and not so well for someone else. The fact is that all of the drugs are not the "same." For example, each of the SSRIs is sightly different and they seem to have slightly different effects and side effects. Not only that, people are different too, so they may be effected differently by the same drug.
The good news about this is that you and your doctor are trying to figure out what is going to work best for you. It takes time and you often have to "wash out" one drug before you start another. The really good news is that if you keep trying, you will likely find something that works pretty well for you. 80-90% of depressed people are eventually effectively treated. It is tough to "hang in there" while you are trying to find something that works for you but again, if you can hang in there the chances are very good that you and your doctor will find something that works for you.
All the best. Anne-Marie