I've been taking anti-depressants for almost a year now.
I started off with Zoloft, which I had an adverse reaction to, so I switched to Lexapro and took that for a long time. It did nothing for me, so I recently switched to Prozac. And honestly, I haven't noticed a thing. It helped with anxiety (so if you have anxiety I recommend it) but my depression has actually gotten worse over time. So my advice is this...
If you're not really tight on cash, try it. You have nothing to lose. But don't get your hopes up. The first thing you try may very well not work, but it's worth a shot. All the meds I've taken have been SSRIs (the usual antidepressant kind of drug) and if Prozac doesn't work out for me I'm going to be upgraded to the "good stuff" as a bipolar friend of mine says. So even if you try a few meds and they don't work, don't worry too much about it, because they have more hard-core things that might work for you.
As far as side-effects go, I've only ever had one. The Zoloft gave me heartburn, which the doc didn't tell me could happen. So make sure you ask your doc what ALL the side-effects are and if you start to see any of them try talking to your doc as soon as you can (especially if it's a painful thing, like my heartburn). As long as you know what might happen, you can stop it before it becomes a problem and you won't have to worry.
So I say go for it. There's nothing to be scared of as long as you're informed. I hope it works out for you.