What meds have you tried, just out of curiosity. Sometimes people get lucky on the first try, but it takes an average of 3 antidepressant changes to get it right, and that's just the average, some people take a lot more.
As far as new treatments, have you heard about ketamine? It appears to relieve depressive symptoms in a few minutes after treatment. There are some places doing trials involving it right now, and a couple docs in larger cities are using it. If you're near a large teaching hospital, that'd be a good place to look for trials. There are some drawbacks; it technically can be abused, it has street value, so a lot of docs are hesitant to use it, it has to be given often, usually about once a week, and it's given IV. Other than that, it seems to be an almost miracle med for treatment resistant depression. There are also other trials out there for other NMDA agonists (ketamine is an NMDA agonist.