In terms of chemical brain reactions, both of these medications are considered interchangeable, so I wouldn't be afraid of prozac.
The most important factor is whether it works for you since the response to these medications is highly individualistic.
Be sure and remember that working on what is causing depression is just as important as taking the medication. If you are not working with a therapist, go to the mastering stress and depression site(link above) and try a free session to get you started.
I will never forget to take my Paxil again. I have been on Paxil for about half a year, and once before that. I am also on Adderall (amphetimine) for ADHD/ADD. I thought because the lack of sleep from working late into the night on projects, and the fact that Adderall rids you of craving food, and me skipping a lunch and dinner accidently was the cause of SEVERE dizziness, confusion, headaches, "sudden elevator drop" when standing up. I relized that I forgot to take my Paxil before bed (because staying late at work) for the last 4 days. My God. This is a horrible feeling. I am writing this as I am feeling this right now. I feel like people are being treated by throw pills at them and not seeking other means of a remedy. I just hope to God that the rest of you will take heed to this and shy away from this medicine or talk to you doctor and confront them with this medication's withdrawl symptoms before starting. It is scarry to think that a doctor recommends medicine to you not based on YOUR need, but based on the marketing the drug companies do with your doctor's office. Next time you are there, check out all the pens, calendars, etc. branded with ads for these drugs. You think that they give these out for no reason? Think about it. Care of people have become a business... :(
Jason