Have you brought up the idea to your Doc that perhaps an SNRI rather than Zoloft might be of more benefit for you? It was just a thought given that about 65% of Depression sufferers actually have a deficiency of Norephinepherine, rather than Serotonin.

I'm not too good at advice except when it comes to meds. I'm pretty much a Human Lab Rat and at least from my past experience I can tell you what meds in general seem to be more effective than others.

If your not keen on the Med route (and if your overall Depression is not of too severe in scale then a couple very specific high quality Aminos combined with the right supplements really can boost neurotransmitter levels so that may also be an option.)