I like my Lexapro but I know someone who can't seem to take a darn thing. He has allergies and asthma and his body overreacts to every drug on the market. He even reacts funny to over the counter medications. I am going to guess that your body and mind is like his.
I would say that it is easier to target drugs to something like cholesterol rather to a mental health issue or cancer. Chemotherapy involves killing cancer cells and some of your own cells. So, the drugs litterally make you sick. As for SSRI's, the drugs are supposed to only effect our serotonin levels but it slightly effects some of the other neurotransmitters too. Also serotonin is in the stomach. So, our serotonin levels increase in our brains and any where else that serotonin is. This is why it is hard to make a mental health drug without side-effects. We'd probably have to make it so that it effects the serotonin levels in one area of the brain and not somewhere else. I doubt that we can do that. I wish we could.
My dad started a diabetes medication that made him feel sick at first and made him go to the bathroom all the time. I think doctors downplay the side effects of the medications in an attempt to get us to take them too. I have a friend on Respirdol who complains that her focus is worse on it than when she was on Haldol. I suggested that she talk to her doctor but she said that she would just up her dose. I think it is harder to match the medication to the client's problem too.
I hope you can find the right medication/therapy to work for you.