The ones that seemed to have the most benefit for me personally were Celexa and Prozac. I know we're all different, but no one should be ashamed to seek medical advice/help for depression. Let Tanner Mangum be your shining example.
One medication that I wouldn't recommend is Paxil. It may help you fight depression, but it will also ensure that you have no love life. Those that have taken Paxil know what I'm talking about.