I wouldn't trust the medicines industry. Apparently the drugs just make you apathetic. Some connections to violent tendencies because of them have been made as well.
This might sound lame but I'd suggest taking a long break from work and cutting back on expenses for a while as a better way to treat depression, maybe change your environment for the time being as well. If you have no interests in anything, get some (or just look around various fields or topics.)
I should note however that I have no experience with drugs. Last paragraph in OP sounds like good advice.