Newer generation antidepressant drugs, with improvements in safety and tolerability, have replaced tricyclic antidepressants as first-line treatment of depressive illness. However, no single antidepressant drug from any class has distinguished itself as the obvious first-line treatment of major depression. The choice of therapy is driven primarily by patient choice, with informed consent for the risks of adverse effects. Cost has become an additional factor in this decision as several of the newer antidepressant drugs are now available in generic form. Several augmentation and drug-switching strategies have demonstrated benefit in refractory illness. While no single strategy distinguished itself as superior to the others, some have been more rigorously tested. Ongoing efforts at improving effectiveness, time to response, and tolerability have led to novel drug therapies. Efforts at characterizing predictors of treatment outcomes now include pharmacogenetic studies.