For me it really depends on which ones I miss.
Venlafaxine has a very short half-life and if I forget the dose I do feel a bit rubbish later in the day (I take a tiny dose, the higher the dose I took, the greater the effect of forgetting the dose). Its important to try and take this one at the same time each day.
Fluoxetine has a long half life and missing a dose usually doesn't make a great of difference to me, the levels in my blood stream have built up over time and it would take over a week for them to start dropping and weeks for the drug to leave my system.
When I stopped Quetiapine it took a few days to notice a decline and a few days to get back to normal once I started taking them again, this one has quite a short half-life, but its an antipsychotic rather than an antidepressant so it works differently.