How do these medications work?
Cymbalta
Effexor
Remeron
Tricyclic Antidepressants such as Elavil, Pamelor, Tofranil
The current theory says that depression is a result of an imbalance in a system that is normally at a comfortable equilibrium. Why does this happen? We don't know for sure. However, you can not see this imbalance with the naked eye because it is occurring at a microscopic level. To help you visualize the invisible, here is a simple metaphor shown in the pictures. In order to understand how antidepressants work to fix the imbalance, i.e. their mechanism of action, just think of two common everyday things: electrical current and electrical outlets.
The figure below shows the brain in its normal state with normal strength current and normal number of outlets:
NORMAL BRAIN
Serotonin Current

Norepinephrine Current

When you are put under stress, for example, marital conflict or dealing with a difficult personality at work, the currents can get weakened. The brain tries to compensate for this weaker current state by INCREASING the number of electrical outlets so that EVERY BIT of current can be utilized. But it doesn't work. And you get depressed.
DEPRESSED BRAIN
Serotonin Current

Norepinephrine Current

So the question becomes why does this happen to some people and not others? I don't know. We tend to think of interactions between genetics, and one's vulnerability to a set of particular psychological stresses.
Effexor boosts the serotonin and norepinephrine currents quickly; within hours to days the currents starts to increase, most think. However, now you have both increased currents and increased outlets. It is in this early phase of anti-depressant treatment that you can typically experience side effects. For example, you may feel "wired", more anxious and jittery but it should be mild. The side effect period may last a while- a week or two typically because it takes time for the brain to wake up and realize that the stronger current is really there to stay.
SIDE EFFECT PERIOD

Serotonin Current

Norepinephrine Current
The brain says "Hey, We don't need all these outlets anymore, the current is OK now. Let's decrease the number of them back to normal."
Your brain adapts. This process may take a couple of weeks to complete and occurs gradually. When it is finished, things are in balance again. The side effects are no longer present and you feel like your normal self.
The typical phrase I hear when it works is : "Doc, the same things are going on now that were going on before, but they just don't seem to throw me like they used to".
NORMAL BRAIN
Serotonin Current
Norepinephrine Current

The heart of this body of theory is that there is a deficiency, particularly of norepinephrine and/or serotonin that is corrected by antidepressant medication. The bottom line theme of this entire theoretical cascade of events is that there is some type of compensation that the brain makes to the antidepressant induced increase in current that accounts for the improvement.
This metaphor gives you a general understanding of one of the leading theories as to how antidepressants work. It is a simplified version and it is tentative. We do not know for sure how the medications work. For example, there are many possible explanations for the delay between when you start the medicine and when you feel better from it. Maybe the proposed mechanism is simply wrong. Maybe the current does not always increase as quickly as we think due to complex interactions with other serotonin receptors called autoreceptors. Maybe it is not a change in the number of receptors but a change in stuff at another point entirely in the circuitry involving "second messenger systems".
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One of the most frustrating things for patient's with depression nowadays is that they feel like guinea pigs. Physicians must make educated guesses about which antidepressant to choose and it is trial and error. We simply do not have any blood test we can do, or any x ray we can perform, that will tell us which type of antidepressant will work on an individual patient. But if you understand this concept of receptor subtypes, then you can appreciate the brighter future that awaits depressed patients. You can have a glimpse of what I see as the future of my field.
There are technologies available that do let us do a type of x-ray of receptors (PET and SPECT scans) and these may eventually let us know ahead of a trial which type of approach is more likely to work, and which is less likely. We are not there yet as this research is just starting. Hopefully, understanding more deeply will motivate you to support pharmaceutical company and government research in this important area because you can see how some day you or someone you care about will benefit directly from it. I predict that in ten years, we will view our current trial and error approach to antidepressant prescribing as quite primitive.
People who experience depressed moods for an extended period probably have a lot in common and most such depressives have been helped by antidepressants to lift their mood, even though this may take trials of several different medications.
More than half of patients do not take their pills as their doctors have instructed them to do. To some degree, this is due to confusion about how the pills are supposed to help them. I hope this site is helpful to the curious.
If the site is successful, I will expand it.