The problem with taking two SSRIs together -- like Prozac and Zoloft -- is that there's a risk of serotonin syndrome, which is a very dangerous condition.

Otherwise, yes, it can be done. Wellbutrin and a sedating AD, for example, is a common enough choice. (Wellbutrin does not affect serotonin, so it shouldn't be a problem in terms of serotonin syndrome.) Also, SSRIs and TCAs are sometimes recommended -- the TCAs are so much less selective than the SSRIs or SSNRIs that it may be more effective for those who are only partial responders to serotonin reuptake inhibitors.

Just a few thoughts on it.