I've only tried three, and none of the newer ones.

Prozac caused me to not sleep, and when I finally could, I had bizarre dreams. The side effects were worse than the depression, and lack of sleep worsened the depression.

Zoloft made me absolutely numb sexually. I felt sort of zombie-ish too. Nothing was good, nothing was bad. I just felt kind of .....blah.

Celexa was the one that worked for me. No side effects other than a little stomach upset the first couple of days. I could still feel emotions, just not to extremes - especially the lows.

None of them caused any weight problems for me.