I've read several studies saying ADs help 1/3 of the people, 1/2, or this study Perna cited says 2/3. So they don't help everyone. Another approach, either on its own, or in combination with meds, is psychotherapy. Therapy has really helped me. So has getting my sleep habits under control. For me, it's like a number of things each help a little bit, and combined, they can make a dent. Therapy has been the most helpful of all.

Hang in there. Try everything you can, both drugs and other approaches.