This study is testing a process (rEEG)for selecting the most appropriate medication(s) to treat a patient's depression versus a control group being treated according to a standardized method, the modified Star*D Algorithm. Qualified subjects will be randomized to the experimental (rEEG guided) group, or the control group and treated for 12 weeks. Medications utilized in this study are currently marketed. All visits, physical exam, rEEG, labs, rating scales and medications are provided at no cost to the patient.