WHAT TO TRY FIRST
The National Institute for Health and Care Excellence - the organization that provides the British government with independent evidence-based advice on drugs and treatments - recommends the following approach to the initial treatment of mild to moderate major depression (daily function intact, no thoughts of harming self or others, no delusions/hallucinations): Cognitive behavioral or interpersonal therapy initially. If symptoms persist, continued therapy, antidepressants or the combination.
The Agency for Healthcare Research and Quality (lead US agency for research on health care quality) recommends SSRIs (such as fluoxetine) and SNRIs (such as venlafaxine) as first choice if medications are to be used for depression. All SSRIs (and SNRIs) are considered similarly effective - depression resolves for about half of patients during 6 to 12 weeks of treatment. While the overall chance of side effects is similar with these drugs, specific side effects may differ.
WHAT ELSE TO TRY
Other drugs, like tricyclic antidepressants and MAO inhibitors may be as effective [as SSRIs (and SNRIs)], but are considered second-choice treatments because of possible side effects.
If symptoms persist after initial treatment of mild to moderate major depression, the National Institute for Health and Care Excellence recommends continued therapy, antidepressants (usually an SSRI) or the combination.
Agency for Healthcare Research and Quality Effective Health Care Program. Second-Generation Antidepressants for Treating Adult Depression: An Update. Published July 2012.
National Institute for Health and Care Excellence (UK). Depression in adults: The treatment and management of depression in adults. Published October 2009.