Personally I've only had SSRIs and could never last even a week. Made my dick shrivel up as if I was pissing at the top of the Himalayas. Also, they make you feel a lot worse in the first week (hence the suicide warning on the box, leading people to mistakenly think that they can OD on them when feeling suicidal. They can make you feel suicidal in the first one or two weeks, especially if you are prone).
The first one they had me on was citalopram which sent me into a manic episode, leading to a diagnosis of bipolar nearly 13 years ago. Since then they have tried me on sertraline and fluoxetine (Prozac) with mood stabilisers but I always get the same nasty side effects.
They might work for some - plenty of people swear by them. For me however, they are horrible and probably pushed me to self-medicate with illegal drugs that actually made me feel better, at least in the immediacy. But I am not advocating that.
Ask your doc/shrink or whatever to go over options with you. Research different treatments, whether pharmaceuticals such as Prozac or any other SSRIs or the other classes of anti-depressants (they only prescribe SSRIs here so it seems) but also natural remedies like St. John's Wort. I remember being OK back a good few years ago when taking that but I might have just been in good circumstances, which of course makes a big difference. I wasn't drinking either, or using anything else.
Nowadays I'm only on a mood stabiliser so am prone to depression and some nasty side effects such as irritability, potentially aggression but the drug - lamotrigine - keeps mania in check, which is the more dangerous element of my illness. Benzos self-prescribed for anxiety but I don't recommend self-prescribing anything.
Not sure if this helps, just speaking from experience but what I would say is that you should research the treatments available to you and discuss them with your doctor. Read about the different treatments available. Maybe try psychotherapy. I have been asking for that for years and never gotten it. I have thought that it could help me greatly but the way it works here is that psychiatry just give you a drug, send you on your way and then call you in 3 months to see how you're doing, speaking for 10 minutes. Every time, I ask for psychotherapy and they say that they have referred me but nothing happens. They also give a number for the "psyche team" but I can never get through to them. It is a mess.
Also RE mood stabilisers, they were trying to get me on aririprazole for ages and I was resistant given that it can increase certain compulsive behaviours which isn't good for someone who has that problem. For some reason, it had a big effect of gambling and this came as a warning on the leaflet. For that reason mainly I was resistant for a very long time. I tried it briefly due to needing something after some bad experiences and it made me feel horrible so I stopped, then they put me on lamotrigine which I'm still on and is kinda like depakote (can't remember the chemical name) in that it doesn't have many side effects except for making you feel dull but it is toxic and can fuck your liver, especially if you drink with it. Since then, I've seen that there are a load of lawsuits in the USA regarding aririprazole due to it causing people to gamble, lose money and all the shit it said that it was gonna do. I've never trusted psychiatric treatments and this is the kind of reason why.
But yeah, in short my advice would be to look at various options - as many as possible, from SSRIs to other classes of anti-depressants, to psychotherapy and even non-pharmaceutical treatments (such as St. John's Wort which I believe is actually prescribed in Germany via their healthcare service for depression in some cases) and speak to your doc/shrink and find what works for you. You can try them and say that they don't work, try another one and all that. It may take a few tries. Good luck though.