Side effects:

Insomnia and other side effects that can lead to relapse.

Toxicity:

Potentially toxic in overdose situations.

Delayed effects:

Most antidepressants take several weeks to show therapeutic effects.

Non-responsiveness:

About 30-40% of patients fail to improve with drug treatment.

Pharmacogenetics:

Variations in P450 enzymes and SERT polymorphisms can affect SSRI effectiveness.

Variable efficacy:

While more efficacious than placebo, some individuals respond better to certain types of antidepressants.

Review: Depression (Physiology 2)