It really is different for everyone. The most widely tolerated are probably sertraline and citalopram but I had urine retention on Sertraline and hallucinations on Citalopram. Couldn't handle them at all.
Fluoxetine I threw up for 6 days solid before I gave up.
Paroxetine gave me some really dark thoughts and urges. I was behind a parent with a tantrumming toddler in a queue and was so irritated by it that I was having this daydream where I grabbed the kid by the hair and smashed his face into the counter until he shut up. It was a really strong urge to do it too. It wasn't the first time that week either. Scared the shit out of me and I came off them the same day. I was really worried I'd do something violent to someone. Fluoxetine and Paroxetine are usually the second choice as most people get on with them.
Mirtazepine is the next drug of choice if you can't deal with SSRIs but I gained 4 stone in as many months and I was fat to start with.
Duloxetine I just felt ill on like I had the flu.
Amitriptyline is a much older antidepressant that has so many bad side effects that they hardly ever prescribe it for depression anymore. Its mostly used in very low doses to treat nerve pain, bed wetting and sometimes as a sleep aid. Doctors do a double take when I tell them the dose and ask me if I'm absolutely sure its that one, that's how bad its reputation for side effects is, that it's barely ever even considered as worth a try. I got a few spells of dizziness in the first 2 weeks and a dry mouth that has persisted. And it works. Obviously I stayed on it, I'll live with the dry mouth but had to really push to try it in the first place.
Everyone is so different, its really just trial and error.