This article is from the Depression FAQ, by Cynthia Frazier with numerous contributions by others.
Antidepressant treatment is clearly not working when the individual receiving the treatment remains depressed or becomes depressed again. When a recently started antidepressant fails to cause improvement, the depressed individual often asks that the medication be stopped, and a new one started. It generally does not make sense to change antidepressants until 8-weeks at the maximum tolerated dose have elapsed. With some tricyclic antidepressants, it is important to check the blood level of the antidepressant before it is stopped. The blood test can tell if the amount in the blood has been adequate. Only after an adequate trial of one antidepressant should another be tried. To have been on four antidepressants in an 8-week period means that one has not had an adequate trial on any of them.