Hi SBDH - I'm so glad the doctor was helpful, they usually are! And don't worry about crying all over them, I think they're used to it!
Regarding the ADs, I've been on several SSRI types - I started on Cipramil then went to Citalopram, and am now on Venlafaxine. I've not had any problems with them (other than the first two types didn't really touch the sides of the depression). But it is very much an individual thing, I've got a friend who has never got on with either of the first two and is on a completely different type now. The only problem I get is if I forget to take my pill one day - the next day I become very dizzy, but it fades again once I've had my next pill.
Most of them take a good few weeks to work 100%, and you can sometimes feel worse for the first couple of weeks. Don't panic - you will feel better again.
I've never had a problem with taking ADs. I consider them like a crutch for a broken leg, not ideal necessarily, but they help me get through life. My psych always said it's a balancing act - the dangers of an unmedicated severe depression versus possible side effects. I've now been on them for 3+ years and to be honest, I can't see me coming off them yet. My depression is nowhere near as severe as it was, and most of the time, I feel absolutely fine. But I'm not quite brave enough to start coming off them! Maybe I'll make that next year's target. On the other hand, if I have to stay on them forever, so what?
You've taken the first giant step and you should be proud of yourself - it's not easy. Also ask your doctor about your local mental health trust. I see a CPN (Community Psychiatric Nurse) regularly who is absolutely lovely. Whilst not a therapist, she holds my hand (metaphorically) and is a great source of information. When you are depressed you need to sort out your support network, and use it!
CBT is cognitive behavioural therapy - it's to do with looking at the thoughts you are having, and how to change those thoughts/patterns to be more helpful. (That's an extremely simplistic description, sorry!) Psychodynamic is more where you are encouraged by the therapist to talk about the past, to spot behaviour patterns, links etc etc and to come up with possible reasons for your illness. I didn't find it particularly helpful because the therapist isn't supposed to talk too much, never mind give you helpful advice! But there are other types of therapy as well which might suit you. On the NHS it is difficult to chop and change too much, but if you don't like your therapist, you should be able to change them. Ask your doctor about the options.
Sorry this is such a long post! I hope it helps, but feel free to ask more if you want. You are not alone!