Nothing seems to be working

Hello. I have been diagnosed with depression about a year ago. Since then I have been on several medications for depression, anxiety and AADD. So far nothing has worked for any length of time, if they work at all.
I have lots of factors that are against me physically and socially. (e.g. several health issues, on SSD, money problems, recently divorced etc...).
What happens if the medication options run out and nothing works? I do not want to have shock treatments in fear of causing another health issue.
I have told my doctor(s) I feel that if they would give me something to actually pep me up, I would feel better and get more exercise but they dont seem to agree. They seem to want to treat the depression and not get me up and going.

[remar]

There are some antidepressants that are more stimulating than others. Maybe this is what you need. Are you in counseling right now? I think that would be a huge help considering everything your going through. Take care. Remar

[mammo]

You need to keep trying different medications until they find the one that works for you.  Always keep in mind that most of us are struggling finacially right now , so you're not alone there.  You are dealing with a lot right now, and depression can easily set in.  But you have to push yourself to do things, I know it's hard because I have to do it every day.  I lost my son 10 years ago and went into a deep depression, then 11 months ago ago his son.  I know when I just don't want to do something, or feel I don't have the energy, it's all the more reason to do things.  You have to fight back in any small way you can until the proper medication is found, and so that you keep moving forward.  You can't worry about them running out of options for you, there are new drugs coming out all the time, and you need to take one day at a time, because this is actually all we are promised and have.  Don't waste your day worrying about things that may never happen, or that you can't change.