I've had bad experiences with anti-depressants (Lexapro, then Wellbutrin) but I have bipolar, so I react differently to them. Wellbutrin made me feel like I had bugs crawling all over me, and highly agitiated. Although even when on a mood stabilizer (which is supposed to make you respond normally to ADs) the Lexapro still made me feel horrible.

If you can manage to work through things by therapy alone, you're better off IMO. They all made me feel detached, suicidal, and I have big gaps in my memory during the time that I took them... but then at that time in my life it was relieving to feel detached, so I guess it depends on how severe the depression is.