You missed what you want to be better from. It is hard to say from all the medications that you are taking as to what the symptoms you are having difficult from.
But to simply answer your question regarding if lithium is better than depakote, I personally would not say a medication is better than the other solely because all medications react differently to different individuals.
Lithium has been used longer for manic-depressive type of illness. You would find more studies stating that litium is a very effective medication. But lithium has a worse side effect profile - tremors, developing metallic taste, thirst, high risk of toxicity, long term therapy may affect hyroid functioning, etc
So each medication is weighed for its risk and benefits.If Depakote was certainly not working for you, any medication that would work, would be classified as being a better medication for you.
Like most medications in psychiatry, their effectiveness needs to be patiently awaited before saying that they are not effective.
I would recommend therapy if you feel that there are issues that are not resolved by medication alone.