My doctor gave me two different anti-depressants. One was the "long-term" one, and SG's right -- they do take a few weeks to take effect. They definitely helped me, though.
The other was more of an immediate thing to take if I had another anxiety attack, or if I was REALLY heading into a stressful situation. I think I ended up takine 1/2 to one of those on four or five different occasions, but fortunately never needed to again.
What specifically is making you the most despondent?