Really depends on what the actual issue is, i.e. if and how your brain chemistry is actually affected, and how it responds to the various meds that are available. Also, medication is only one part of the treatment, ideally you also have therapy/counseling alongside of it.
I have been taking Citalopram for over 11 years now, needless to say that's not something I am necessarily proud of, and fears of being somewhat psychologically addicted to them do cross my mind sometimes. On balance I have to say, though, that once the right dose had been found, it really started to help me, and some time later we were able to reduce the dose again and I have been on the same dose ever since.
Obviously it does not work the same for everyone, and I had been taking another anti-depressant before that which didn't help much at all. The medication can be great and sometimes necessary to help improve your quality of life again, but it's not something to take lightly or play around with without any supervision. For example, you should always make sure you have your blood tested regularly to be sure it doesn't negatively affect your liver or other organs. And if you feel like you should see another doctor about it, then don't hesitate to do so, just be aware none of them can possibly have all the right answers all the time either.
I hope you get better soon, best wishes!