If I were you, I'd get a full medical exam to rule out medical causes. Everyone likes to blame medical reasons for depression, but in reality, medical causes of depression are pretty uncommon. They contribute quite a bit, but cause depression? Hardly ever. The most common reasons are anemia and hypothyroidism. They can be easily check for.
For me, I have to do a lot of other things in addition to meds to feel okay. For me, work helps. Exercise helps. Staying in contact with friends helps. Journaling helps. I also have a pretty strict routine, eat well and use a sun lamp.
What other meds have you tried? There are a lot, a lot, a lot of meds out there and sometimes it takes a long time to get the right combination. Have you ever tried augmentation with an atypical antipsychotic (abilify, Seroquel, risperdone, zyprexa)? Have you tried a TCA? amitryptiline, doxepin, nortryptiline, imipramine, desipramine etc. What about some of the new SNRIs or the old and new novel serotoninergic meds? Fetzima, Pristiq, Brintellix, Viibryd, trazodone, remeron?
Sometimes you need to doctor shop to find a psychiatrist who's willing to think a little bit outside the box med wise.