It's not an exact science, so it sometimes takes a bit of a go to see which one suits you best, and yes some do have more side effects than others - but a lot of that is down to whether it suits you or not.
Medication has saved my husband. I know that. He'd never have been able to get through 2 breakdowns and years of depression, anxiety and panic attacks or through therapy without it. It's not for everyone, and I'd never push you into it, but sometimes it's worth the try...