Here is the explanation my own doctor gave me to this question.
The chemistry involved is a bit more complicated that just a shortage of serotonin. Many different things can go wrong to lead to a shortage of serotonin. Different antidepressants work better depending on what particular malfunction has occurred. Since there is not yet any way to determine which malfunction you have, doctors go through a trial and error approach to narrow down which antidepressant works for you. Have you been on an antidepressant before? If not, then most likely you'll be started on an SSRI such as Prozac. This first line choice will work for about 60% of people. Taking Prozac as an example, it takes around 5 weeks for you to feel the full effects of the drug. You may feel some benefit right away too. Your doctor will give you the specific information applying to your medication. During the early stages of treatment, your doctor will evaluate you at frequent intervals to see whether to continue you on a particular drug, up your dose, or try another med. It sounds haphazard, but there really is a method to this. Follow the link below to view flowcharts depicting an algorithm for choosing depression medication. A treatment algorithm is a set of guidelines that phsyicians can use to systematically work through your treatment options and find what med or med combination is right for you.