Hello Caelix3: Yes, based on my personal experience, I would have to say it is certainly possible no depression medication to help.
There was an interesting article in one of the PC newsletters I read earlier today. (They come into my e-mail on a daily basis.) It talked about how some studies have suggested light therapy can be effective with depression, as well as with SAD for which it is typically used. Interestingly, in the particular study discussed in this article, antidepressants alone were not more effective than placebo.

It was only when light therapy was added that significant improvement was noted.
Could switching psychiatrists help? I really don't know.

It may be worth a try if that is an option for you. However, to some extent, all of the pdocs have access to the same med's. Still, a new pdoc might see something your current one doesn't. And it's possible that could make a difference. Personally, I've been seen by several different ones over the years. And I can't say as it has made any significant difference.