anti depressants, all in the mind?

I have been taking anti depressants for less than a year now, and from my experience, they worked for a little while. It wasn't till mid july that I realized they werent working correctly or not as well. So as any person would do, I got my medication to go up. Than the side effects kicked in, sleeping for hours during the day and drowzy. Fun time. Also the doctor decided to switch medicines. I thought this would be the solution to my problem but no. Got panic attacks all the time. Immediately i was taken off that one and put back on my original medicine. Now i wonder why still sometimes i'm still sad and do things that normal people wouldn't do. Maybe the medicine doesn't work and i overcame my depression on my own but still have those days where those thoughts come back. I don't know, it is like a mystery to me, only with the whole process of how such a small pill can change your feelings so dramactically. I'm not saying they don't work, i just wonder how well do they work. Anti depressants can save lives, it has saved mine and i hope to save my friend but how long does this pill help you for? Medicine is a mystery...