Inclusion Criteria:

• Seeking treatment at the primary or specialty care site, and be planning to continue living in the area of that clinic for the duration of the study
• Meets clinical criteria for nonpsychotic MDD, recurrent (with the current episode being at least 2 months in duration), or chronic (current episode greater than 2 years) as defined by a clinical interview and confirmed by the MINI International Neuropsychiatric Interview (MINI)
• Screening 17 item HRSD score of 16 or greater
• Treatment with antidepressant medication combinations is clinically acceptable
• Patient with and without current suicidal ideation may be included in the study as long as outpatient treatment is clinically appropriate

Exclusion Criteria:

• Pregnant or breastfeeding
• Plans to become pregnant over the ensuing 8 months following study entry or are sexually active and not using adequate birth control
• History (lifetime) of psychotic depression, schizophrenia, bipolar (I, II, or NOS), schizoaffective, or other Axis I psychotic disorders
• Current psychotic symptom(s)
• History (within the last 2 years before study entry) of anorexia or bulimia
• Current primary diagnosis of obsessive compulsive disorder
• Current substance dependence that requires inpatient detoxification or inpatient treatment
• Requiring immediate hospitalization for a psychiatric disorder
• Definite history of intolerance or allergy (lifetime) to any protocol medication
• History of clear nonresponse to an adequate trial of an FDA-approved monotherapy in the current MDE if recurrent, or during the last 2 years before study entry if chronic
• History of clear nonresponse to an adequate trial of any study medication used as a monotherapy, or to one or more of the protocol combinations in the current or any prior MDE
• Currently taking any of the study medications at any dose
• Having taken Prozac (fluoxetine) or an MAOI in the 4 weeks before study entry
• Presence of an unstable general medical condition (GMC) that will likely require hospitalization or to be deemed terminal (life expectancy less than 6 months after study entry)
• Currently taking medications or have GMCs that contraindicate any study medications (e.g., seizure disorder)
• Requiring medications for GMCs that contraindicate any study medication
• Epilepsy or other conditions requiring an anticonvulsant
• Lifetime history of having a seizure including febrile or withdrawal seizures
• Receiving or have received vagus nerve stimulation (VNS), electroconvulsive therapy (ECT), repetitive transcranial magnetic stimulation (rTMS), or other somatic antidepressant treatments
• Currently taking or having taken within the 7 days before study entry any of the following exclusionary medications: antipsychotic medications, anticonvulsant medications, mood stabilizers, or central nervous system stimulants (antidepressant medication used for the treatment of depression or other purposes such as smoking cessation or pain are excluded since these agents may interfere with the testing of the major hypotheses under study)
• Uncontrolled narrow angle glaucoma
• Taking thyroid medication for hypothyroidism may be included only if stable on the medication for 3 months
• Using agents within the 7 days before study entry that are potential augmenting agents (e.g., T3 in the absence of thyroid disease, SAMe, St. John's Wort, lithium, buspirone)
• Therapy that is depression-specific