Everyone experiences depression a little differently, which is one of the reason is hard to find the correct treatment for individual patients.
There are a number of different medications available to treat depression, buts it's not like the doctor can just try a different one each day. They have to gradually increase dosages and see the effects to make better choices on where to go next. As frustrating as it may be, your doctor is probably just being responsible.
I have battled depression a number of times in my life and managed to forge through it each time, so it can be done. I've always thought of anti-depressants as a flotation device for someone who is drowning. They will keep you from going under, but they do nothing to help you get back on dry land.
Ultimately your happiness is your own responsibility, no one else can find it for you. finding meaning and purpose in each day is one of the hardest challenges any human being will ever face.
Depressions greatest gotcha is its tendency to make you give in to it. After a while it can be a comfort in and of itself, becoming a defining part of your personality, so much that you can't even imagine who you would be with out it. This is the trap you must fight to avoid at all costs.
It's sounds immensely trivialising, but the key to overcoming depression is choosing not to be depressed. Deciding that's not the person that you want to be. That's by no means the only thing required, there is much more work required to find your way out of the dark. But if you don't make that choice to keep searching, you will never find your way out.
You must choose life, every day. Fill your day with distractions, keep your mind distracted long enough and your distraction will become your focus. As long as you have people in your life who care about you, you have all the resources you need to find your way. It is not easy, in fact it will be the hardest thing you ever do. But once you do it, then you will know, you will KNOW, that you can accomplish anything.
Good luck, never stop reaching out. The more ideas, opinions, facts you can take in, the more tools you have at your disposal.
You can do it. I believe in you