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An antidepressant is medication aimed to treat mood disorders, which can be co-morbid with anxiety disorders. Antidepressants also have other off-label uses such as for generalized anxiety disorder, premature ejaculation, fibromyalgia, and diabetic neuropathy.  Their efficacy is well documented.
Despite this, various bastions of enlightenment — including acupuncturists and the Church of Scientology — are fighting against their use (usually, because you should use their method of alleviating depression).
 Mechanism of action
The underlying theory behind antidepressant drugs is that clinical depression is due entirely to chemical imbalances in the brain - and so drugs artificially stimulating certain receptors and chemical production in the body can aid permanent treatment of depression. Reuptake inhibitors retard the brains ability to "recycle" certain chemicals in the brain, thus allowing more of the chemical to be available to be able to bind to the relevant receptor sites.
Because the exact mechanism of antidepressants is poorly understood, some argue that they should not be prescribed. This is very sound logic, and why we didn't use water to extinguish flames until science could explain how that works, too.
Clinical psychology is often prescribed in tandem with anti-depressants. You know, because victims of violent crimes and other trauma-inducing events shouldn't start thinking their depression is all the fault of their brains.
There are many different types of antidepressants, each aimed at working on different chemicals in the brain.
The most common chemical indicated and treated for depression being serotonin ("happy hormone"), it is common for doctors to prescribe an SSRI (selective serotonin reuptake inhibitors). These medications are the most commonly prescribed due to their lower incidence of side effects, and are often the first type of antidepressant tried by general practitioners and psychiatrists.
Some common SSRIs include:
Norepinephrine (which has to do with memory and concentration as well as the flight-or-fight response), is also commonly indicated in depression. There are several different pharmacological compounds that work on both the serotonin and the norepinephrine systems in the brain. These are often used as a first and second line treatment.
There are a few SNRIs:
 Other types
There are other types of uncommonly prescribed antidepressants that are generally older than the above, or have side effects or require dietary restrictions that preclude them being prescribed widely. These include MAOIs (monoamine oxidase inhibitors, which require avoidance of tyramine to avoid rapid death from hypertensive crisis), and tricyclic antidepressants.
Occasionally, psychiatrists try too "augment" (add more drugs, synergy) to a patients drug regimen if they are not responding completely or at all to their medications. This can take the form of atypical anti psychotics, stimulants (such as Adderal), and mood stabilizers (such as lithium).
A small study conducted in 2002 found that patients had the same reaction to both fluoxetine (Prozac) and a placebo. A larger 2008 study published in the Public Library of Science Medicine also tested Prozac, as well as paroxetine (Seroxat), venlafaxine (Effexor) and nefazodone (Serzone), and found that "the overall effect of new-generation antidepressant medication is below recommended criteria for clinical significance". It is possible that regular exercise can be as or more effective than medicines.
 Placebo effects
Antidepressants (and other medications) that have strong side effects tend to do better than inert placebos in controlled studies, the reason being that if users are experiencing such effects, they are likely to become aware that they are taking the real drug and not the inert placebo. Therefore the best control studies often use "active" placebos that closely mimic the negative side-effects of the drugs. Mental disorders such as depression that can be lifted through a change in thinking lend themselves particularly well to the placebo effect.
Positive publication bias occurs in producer-funded studies, as in many industries. A meta-study by the Federal Drug Administration found that paroxetine (brand name Paxil), for instance, caused a statistically significant increase in erratic behavior, including suicide, in young people.
 SSRI discontinuation syndrome
After four weeks of taking either a SNRI or SSRI type of antidepressant; abruptly halting, drastically lowering your amount, or interrupting your dosages of medication can cause SSRI discontinuation syndrome. The reasons for this are not fully understood, other than deprivation of neurotransmitters in areas that have adapted by becoming accustomed to the them, especially areas involved in mood and cognition (e.g. nucleus accumbens, anterior cyngulate cortex). Double-blind testing with placebos has shown that this condition exists with different medications and has variable intensity depending on the medication being used. The half life of medications also seems to play a large role in the intensity of the symptoms.
There are a multitude of symptoms for this condition. They vary from; annoying to having a serious impact on a person's ability to function, dependent on intensity of symptoms. Symptoms are as follows:
- "Electric-shock" sensations - described as electric shock like feelings either emanating or "hitting" the brain.
- Interruption of sexual functioning - can last from months to years
Sometimes used by woo pushers as proof that Big Pharma is trying to keep you addicted to their stuff. However this condition usually can be avoided by simply informing patients what half life their medication is. Some antidepressants have drastically shorter half-lives compared to others, e.g. Effexor: ~17 hours, Prozac: ~1-6 days, medications with shorter half-lives have less tolerance for dose interruptions (forgetting to take your meds). Another way to avoid the condition is to stick to medications that have long half-lives and are more able to tolerate dosage interruptions. If a patient is completely going off their medication than a physician will slowly lower the patient's dose over a period of weeks to months, dependent on reaction to discontinuation and the dose the patient was on to start with. This is called tapering.
For some of the SSRI's, this tapering process can be excruciating despite decreasing the dose in small steps. Paroxetine (Paxil, Seroxat) and Venlafaxine (Effexor) are the most notorious in this sense. The manufacturers often do not deliver dosages small enough to taper, some agents are available in a liquid formulation which facilitates very accurate dose reduction but many doctors are not aware of this. Also the discontinuation effects are too easily, but most mostly inaccurately labeled as "relapse". Complicating factor is that withdrawal effects can hit not only immediately after cutting the dose, but also with a delay of weeks, or, incidentally months, which leads to confusion in patients who are told that "the medicine is out of the body now". However, withdrawal effects occur because of the absence of the dug, not because of its presence.
- ↑ Stone et al 2003. Off-Label Applications for SSRIs
- ↑ 
- ↑ See the Wikipedia article on Scientology and psychiatry.
- ↑ Wikipedia's List of Antidepressants
- ↑ http://ajp.psychiatryonline.org/article.aspx?articleID=101101
- ↑ http://www.ncbi.nlm.nih.gov/pubmed/9635549
- ↑ http://bjp.rcpsych.org/content/159/4/510.short
- ↑ Placebo As Effective As Prozac, May 2002
- ↑ Initial Severity and Antidepressant Benefits: A Meta-Analysis of Data Submitted to the Food and Drug Administration, PLoS Medicine, February 2008
- ↑ Prozac, used by 40m people, does not work say scientists, The Guardian, 26 February 2008
- ↑ Exercise can Help Depression, Duke University, June 9, 2000
- ↑ Study: Exercise Has Long-Lasting Effect on Depression, Duke University, September 22, 2000
- ↑ Active placebos versus antidepressants for depression
- ↑ FDA.gov - Review and Evaluation of Clinical Data (see p.45 for reviewer's conclusions)
- ↑ The British Journal of Psychiatry (2000) 176: 363-368
- ↑ http://www.medscape.com/viewarticle/769813