Hi Dan,
I'm glad you've been to see someone about your depression. That's the first step in feeling better. I've been on anti-depressants (although not Wellbutrin) since last August. To start, I didn't feel much of anything at all. It takes a while for the meds to kick in, and for me, I had to switch meds and change dosages six times before I found something that helped. Sometimes to start, the meds have been known to make you feel worse before you feel better, which is unfortunate, but when you start feeling better, it'll be entirely worth it. I'm starting to feel the positive effects of my meds now, and I just feel lighter, happier, and more energetic. It's been a very slow process and I still don't feel perfect, but I can feel an improvement, and it's definitely taken the edge off my depression.
The best thing to do is keep in close contact with your doctor -- I see mine every few weeks -- so that he/she can monitor your condition and change your dosages to suit your needs. It's a slow process but it's totally worth it! It's also good that you're seeing a therapist -- being able to talk about how you're feeling and where you are with your life right now is going to help a lot too. I think for a lot of people, it's a mixture of meds and therapy (and for me, light therapy as well) that has the best effect.
Good luck with your treatment!