Honestly I think the side effect would be different to different people. I took Zoloft (50 mg) for three years, then decided to weaned it off due to weight gain and hoped to be able to wean off meds completely. I had awful dizziness while weaning it off for a few months, and after completely off it, my depression was back full force. I tried Sam-e and accupuncture to no avail. Out of desperation, I asked my doc to put me back on Zoloft since it worked well except for the weight gain, and sleepiness at the end of it (maybe the last 6 months of those 3 years). Back on Zoloft for 8 weeks I didn't feel any change, even felt that it got worse. I didn't want to up the Zoloft mgs, so I asked my doc to put me on something else. I am now on 50 mg Pristiq, and I didn't even have to weaned the Zoloft, I just changed the next day with Zoloft. I am now at week 3 of Pristiq and feel better emotionally (feel excited about stuff I haven't been since the depression's back, like: feel motivated to get up and do household chores, going out with friends, shopping), except I have this dizziness and a couple of times, I was so sleepy in the evening I slept for 12 hours (which I will see if it doesn't stop when I get back for follow-up check-up in 10 days with my doc).
I agree with goofy that we should weigh the benefit of taking medications vs the side effect/cost. Hopefully you will find one that the benefits would outweigh the side effects. I too, hate to change medications, or to think that I'd need to be on medications for the rest of my life. I've heard that after years taking anti depressant, the people I know (or people on the internet) go through different kinds of not-so-good side effects or the meds stop working. But for now, I don't want to feel depressed and not enjoying life, and not having suicidal thoughts (that's what made me want to be back on meds, because these thoughts scare the heck out of me). I am only in my 40s with two kids, and would like to enjoy 30+ more years of my life without having to commit suicide or something bad like it... I'm hoping that the dizziness etc will subside...
All the best wishes to you...