One of the limitations of antidepressants is that they don't always work. Worse, they don't work in an unpredictable way. Some people benefit from some drugs, and others don't, but there's no way of knowing in advance what will happen in any particular case - or of telling which pill is right for which person.
As a result, drug treatment for depression generally involves starting with a cheap medication with relatively mild side-effects, and if that fails, moving onto a series of other drugs until one helps. But since it can take several weeks for any new drug to work, this can be a frustrating process for patients and doctors alike.