I have bipolar disorder and the depression side of it is a big problem for me and it get's 10 times worse in the winter. I found most anti-depressants to either have horrible side effects and not work or just not work at all. I have tried the SNRI venlafaxine, Mrtazapine which is a atypical anti-depressant that does not appear to act much as a reuptake inhibitor, amitriptyline which is a tricyclic that is basically a SNRI with anti-cholinergic side effects, wellbutrin and trimipramine which is another tricyclic anti-depressant that along with acting as a Norepinephrine reuptake inhibitor also has some anti-psychotic properties. As for Venlafaxine aka Effexor all it did was cause really bad mania, make it very hard to eat, give me really shitty sexual side effects, constant headaches and give me the worst withdrawals from any drug I've taken. Good thing i was only on effexor a month and a half because i couldn't imagine coming off it after being on it at high doses for years. Mirtazapine didn't really do anything for me depression wise but it did increase my appetite alot which is a good thing for me when I'm depressed and it helped me get good sleep without leaving me feeling hungover or anything the next day. Amitriptyline worked great for my depression as well as being one of the best sleep aids I've ever taken. Too bad it crapped out after about 2 years of being on it

. Wellbutrin usually works good for me but sometimes i can do without the stimulant side effects that i sometimes get from it. Trimipramine seems to work pretty good for me but it has a reputation of being among the worst of the tricyclic anti-depressants for causing sedation. It doesn't cause bad sedative effects for me but it knocks some people right on their ass after only 12.5mg's and the usual anti-depressant dose is 50mg to 150mg's. Tricyclic's usually aren't used in treating bipolar due to the risk of Mania but i didnt find them to be any worse then the rest of the anti-depressants i tried.
I am also on lamotrigine (the only drug besides Lithium that's a true mood stabilizer that helps both the mania and depression though some atypical anti-psychotics seem to do this too) and seroquel to help control my bipolar and i have to say that they work pretty good against bipolar depression. The seroquel seems to be better at controlling the depression side of things then the manic side actually atleast for me. The only other anti-psychotic I've had that worked good for bipolar depression was zyprexa but unfortunately it's not covered for me and it costs a fortune so i am stuck with seroquel instead even though i get more side effects and it doesn't work as good as the zyprexa. Lamotrigine is also used as a add on to treat unipolar depression and so is Lithium. Seroquel is also used for this purpose either as a add on or by itself.
You have only tried 2 different meds yet so it's hardly time to even think about giving up. Since you got no luck from a SSRI and a NDRI maybe trying a tricyclic anti-depressant such as amitriptyline, Nortriptyline, Imipramine, Doxepin, Trimipramine, etc would help. I found the side effects from tricyclics to be far more tolerable then the side effects from newer anti-depressants. You have to put up with anti-cholinergic effects from most tricyclics such as drowsiness, dry mouth, sometimes constipation and a few others. Plus amitriptyline and Trimipramine both helped me get a good nights sleep.
MAOI's are generally used as a last resort but they are often effective when nothing else is. Parnate, Nardil, Selegiline (in low doses it's a selective MAO-B inhibitor and in high doses it's used in the Emsam transdermal patch which means you don't have to worry about the cheese effect), Moclobemide (which is a reversible MAO-A inhibitor thus it does not generally cause the hypertensive crises caused by Tyramine containing foods known as the cheese effect) among others are all still used when nothing else works.
The bottom line is that everyone reacts to medications and especially psychiatric medications differently so there is alot of trial and error. It took me a few years of trial and error to find the med combo that worked for me but as a rule unipolar depression is easier to treat depending on who you ask of course but atleast you don't have to worry about triggering mania