To get the best results from SSRIs it is just a bit more than showing up at the doc once and getting a prescription.
Most people will need to adjust the dose and probably try a few different meds. So your doc should prescribe you some pills and have you call back in two weeks to see how you are doing and decide if you want to change the dose or switch meds. While you are there you should also have your thyroid hormone levels checked and any other physical problems which could be associated with depression.
In terms of mainstream meds that are available as a generic and easy to get, the one that stands out as different is Venlafaxine, which binds to norephinephrine transporters as it does to serotonin transporters. It works better in more people, but it also makes some people get a blood pressure reading like 200/110. Thus you should be working with a doc, checking your vitals, etc. There are also non-SSRI antidepressants, some of them are very effective, but they tend to have more side effects, some of which can be dangerous. (For instance, tricyclic antidepressants can cause QT prolongation, a change your heartbeat that can lead to death.)
All that said, the great thing about antidepressants is that they are inexpensive and easy to try in conjunction with "everything else", of which I would rank exercise as #1 and then talk therapy at a distant #2.