Maybe I'm misreading you, but the actions of antidepressants aren't immediate in that you need to be on them for at least a few weeks to experience full benefits, but some improvement can sometimes be seen after a few days.

No medication will cure you or give you full relief. I have always been told that the goal of medication is to get you to a functional level so that therapy has a chance of working, and then you work on your coping skills. Then again, I don't have "chemical imbalance" depression, so that may be a whole 'nother ball game.