Unfortunately, there's never a 'one size fits all' effect with ADs. Your doctor is not treating you like a guinea pig, they're just trying to find out which AD suits you. Different people react differently to different ADs. The doctor is trying to help you, but you have to do your bit too - telling them the meds aren't working for you is a good start.
Suzi's right too, you should ask your GP to rule out physical effects.
