Antidepressants just make you apathetic, and you'll probably become dependent, can't speak for all meds but withdrawal from Paxil is a nightmare, and Effexor is twice as horrible: brain zaps, vivid nightmares from just missing one dose
The main problem I see with psychiatric drugs is that the basis for prescribing them is entirely theoretical. There is an assumption that depression results from low production of certain neurotransmitters, but no laboratory test which actually measures a patients level of serotonin or dopamine and norepinephrine (which NSSRIs such as effexor raise) to confirm this.