To take away the "trauma of it all" I find Xanor works the best, not the SL version (Xanor SL is better as it is less addictive), the regular kind, but it does wear off after a few hours, but it can help you through the rough bits until the Antidepressant starts to work.

The fastest working AD... not sure, the fastest side-effects are 8 mins compliments of Cymbalta.. but that is a whole funny story for a totally differetnt time.