I had the same experience. For 14 years I went from one antidepressant to the next (started on welbutrin, then welbutrin + celexa, then lithium, then cymbalta, then welbutrin again) and I would still be depressed.

Now I am off all anti-depressants and the depressive symptoms are the same (no worse than when I was on the meds).

One thing I have found that helps tremendously (with an almost immediate effect) is intense cardio exercise. On the days that I work out I feel much, much better.

So, I recommend trying some exercise.