I have taken a couple of antidepressants including Effexor, Prozac, and etc. they either did nothing or I had horrible side effects - everything from my hair falling out to
Luvox caused me to have night sweats. It was very gradual. If I took it every other day, it wasn't so bad, but then it didn't give me the relief from anxiety that I got from taking it every day. When I took it every day, I woke up so sweaty every morning it was like I had been drenched with water. This was a gradual effect hat built up over time. At first the sweats were slight and hen it just got worse to the point where it wasn't doable for me.
That being said, be very careful about relying on anecdotal evidence of side effects for any medication. The medication that is right for your specific body chemistry may not work for the few people that respond here, but be perfect for you. Conversely, the medication that works for others, every everyone here, may not be right for you.
If you have a good pharmacist that you like, I suggest asking them about what are the most likely possible side effects to watch out for. I do this because then I don't read all the possible side effects and have any reserve placebo effect. I also get to know in an unbiased fashion what are the risks, which medications are safer than others. My pharmacist and I talked about the risks of Luvox on the phone before I started it, because I was so uneasy. They went through various meds and helped give me data that shows Luvox is an older medication, and thus may have more side effects than new meds, but it's much better understood because it has been around for awhile. The side effects are more predictable and easier to deal with, in my opinion, for some other medications. That's how it is for me, but it may be better for your body to try newer meds.
Does your doc know about your concerns about side effects? They could start you out on the tiniest does possible to help take as little oak as possible, and give your body lots of time to adjust. After the nightmare of Effexor for me (which is a wonderful drug for others) I always start out any new med at the smallest dose possible and build up. This helps prevent from any side effects coming up so suddenly and so badly that I can't manage them or quickly taper back off the medication.