I have a question about about anti-depression medicine. Which medicine is the best for me?

I am severly depressed. I have been on Lexapro, Celexa, Cymbalta, Zoloft, Effexor, and probably a few I have left out. I am very obese and need to lose weight. I also smoke, and need to quit, duh. All the other medicines don't seem to help my depression and KILL my life. I have been doing some research and I am considering requesting Wellbutrin. I have no history of seizure disorders or any known allergies. I just wanted to get some opinions. I have started going to a therapist, that is starting to help me. I am fortunate enough to be getting married next year and I would love to be able to get my depression under some sort of control. I really need your help. Thanks so much.