For depression I've been taking Paxil (paroxetiene) 20mg for two years. It seems to be ok, and I dont feel depressed like I did. I spent 1 year in a Psychiatric hospital, and of the people that have taken it, it did work, but coming off of it was a nightmare in most cases. It causes a painfull zapping sensation in the brain and generally you dont feel as good as you did. For some people this is worse than the original depression they experienced. I know Paxil has a long half life, but even still I know the dose should be reduced very slowly over months to curb this.
For stress and anxiety, I found slow release Vitmain C 3g a day very effective. I'm an exceptional case here.
The most powerful of the SSRI's is Effexor xr. It's marketed as 'Prozac with a punch!'. I've read several experiences where people actually felt sick because they felt so good on it, so it's not for everyone.
Wellbutrin is definitely effective for allot of people, and works on dopamine rather than Seratonin. I've only heard of a couple of people this didnt work for...
Good luck