I chose to discontinue meds. I tried many different meds and different combinations. They primarily made me emotionally numb, which felt "better" and relieving at first. I discontinued when I discovered I never cried. At one time I felt like I might feel less depressed if I could just have a good cry. I was unable to. Being unable to be moved to cry is not emotional health, it's abnormal.
I also began to worry that there was no long-term research to say if taking drugs that affect the brain are safe, or not. I'm not willing to be a test subject.

It was a bit difficult getting the meds out of my system and then beginning to experience feelings I hadn't felt in a long time. It was a time of adjustment and discomfort, but now I'm back in therapy (and a type of therapy and type of therapist that I researched and chose myself) and for me therapy is the answer. I feel like I'm working on myself instead avoiding the things I need to know about myself or stuffing my feelings to avoid them.

Do they not work for some people? Probably. I guess you could say they 'worked' for me as long as I was willilng to accept the way they made me feel. It's always our choice.