there are 20 different meds you can try and sometimes it make sense to go until you find one that fits a bit better. you likely did not try them long enough and yes sometimes you get [the] worst first. but you have others you can try. psychotherapy has no side effects; ask to be referred to a psychologist for counseling perhaps.
i have tried four different medications for depression. am i not giving these medications time to work? . each had side effects that caused me to stop taking them. should i continue to search for a new medication?