I have bipolar disorder and have taken lots of different ones over the years.
This might sound a bit mad, but I’m convinced the few which tend to give me stronger side-effects are almost most effective for me, and if I can persist with them for around 3 weeks they gradually improve over that time after the first few days and eventually disappear at about the 3 week mark, though they might come back for another 3 weeks if I increase the dose.
Some of them have given me no side effects whatsoever - citalopram/escitalopram and fluoxetine for example. Lots of them have given me minor side effects like dry mouth, slight headache (easily resolved with paracetamol) etc.
I’m currently on sertraline which definitely gives me increased anxiety, insomnia and nausea, however it’s also really helped me and the side-effects have now calmed down and gone away entirely.
I’m also a GP so have the benefit of my patients experience too and honestly it’s extremely variable for everyone in terms of which antidepressants give you bad side effects, milder side effects or none at all, and which will work best for people. Although everyone is different, I’d say fluoxetine is the one I choose if someone is super worried about side-effects, most people seem to tolerate that one really well. Citalopram/escitalopram also aren’t bad. Sertraline/venlafaxine/paroxetine are probably ones which tend to give people more side effects but they’re often very effective too. Most people experience what I do that if they do have side effects but can stick with it for a few weeks it all settles down once you are used to taking them.
At the end of the day at the moment you just have to try them and see (in the future it’s likely we will be able to do gene analysis to see which ones are likely to work best with fewest side effects for an individual patient but we’re not there yet so it’s still trial and error right now). I would say try to stick with them if the side effects are minor like dry mouth or mild headache that resolves with paracetamol as they’re likely to settle down over time. But if they’re really extreme and you literally can’t function normally with how you feel on them (this is unusual) then stop them and let your Gp know. We do have lots to choose from so it can easily be switched to an alternative.
PS I have personally not noticed any impact on libido/sexual function on them (in fact it often improves things as my libido takes a hit when I am depressed) but I’m aware from the literature and from patients that this can be an issue, if you experience that it seems less likely to settle down so in that case I would try switching to another.