The first line treatment for depression is still the help of a psychotherapist. Looks like you started the wrong way. The therapy could bring you more than you think and usually for antidepressants to be really effective they need to be combined with psychotherapy.
Healthy diet and exercise is another important key factor in dealing with depression. I won't get into the details but both have impact on your brain chemistry and hormones.
The therapy and a lifestyle change could be the key for you.
Oh, don't give up on medications if you think it can help because there are many kinds to try and some combos.
Depending on where you are from there are a lot of different options for treatment. Who prescribed you your medications? In the first instance you should probably speak to your General Practitioner. They should be able to direct you to appropriate services within your state. I'm in Australia and people who go down that route are then eligible for government subsidised treatment with a psychologist or psychiatrist depending on their symptoms.
In terms of your medications, they are usually given in the first instance to help start a patient in talk therapies. Talk therapies have the highest success rate, higher than medications and they should be where you start. Many psychologists will work with a technique called Cognitive Behavioural Therapy which will help to teach you methods to cope with your anxiety, depression and your panic attacks. The psychologist will also know of other treatment options within your area and when it is appropriate to stop your medications.
Be warned that stopping the medication will have some side effects so don't stop instantly without first talking to your Dr.
Lastly, good luck! I know you probably feel very along at the moment, but there are thousands also suffering in silence. In Australia, we 1 in 5 people suffer from mental illness - rates in other nations are similarily high. Treatment works, you just need to be patient with it.
Thanks so much for your comments. I am very appreciated very much. Dr. Robert Rosenberg, my Psychiatrist, prescribes my medications after seeing me deep down in depression severely. At the same time, I am also taking Individual Psychoterapy for my treatments. I am currently in a high dosages of Cymbalta and Valium, but sometimes, I have trouble in concentration and keep feeling blue.
I thank you so much for your comfort. I just need more times to heal.