I can speak for myself. Wellbutrin made me paranoid, and Lexapro and Effexor had less serious but still life-altering side effects. Neither were worth the minor improvement in mood. (Further, they just make me incredibly apathetic.)

I'm glad that anti-depressants work for others, but I'm not willing to spend years going from side effect to side effect just to find the right drug which will probably stop working after a while.