The most popular antidepressants are mostly selective serotonin reuptake inhibitors (SSRI's). These include (in order of popularity, from what I've personally seen) Zoloft, Lexapro, Celexa, Prozac, Paxil, and Luvox.
Wellbutrin is another popular antidepressant, but it's a dopamine-norepinephrine reuptake inhibitor (DNRI). Wellbutrin is a good alternative when SSRI's aren't really cutting it.
Tricyclic antidepressants (TCA's) aren't incredibly popular, but can present as a decent alternative to SSRI's as well.
When antidepressants in general don't really appear to work, antipsychotics are yet another alternative. Geodon can be taken alone or with an additional antidepressant. Abilify and Seroquel are used as monotherapy to treat depression. Zyprexa and Risperdal can be used to augment an existing antidepressant if the AD isn't working well enough.
Really, you've got loads and loads of options. If the only AD's you've tried have been SSRI's and they haven't worked, perhaps it's time to move on to a different drug class.
experienced with psychiatric medication