What is a better alternative to zoloft (sertraline)?

There are many: There are many alternatives to zoloft, including celexa, prozac, paxil, (paroxetine) lexapro, etc. If zoloft is being used for depression, exercise may also be an alternative to zoloft and other ssri's. The "best" medicine for you depends on a thorough psychiatric evaluation and careful selection based on your individual needs. In this, your doctor also considers other medicines you're taking.

Too general a ?: This question iss unanswerable. We need to know which side effects you are trying to avoid and what you are being treated for including any anxiety disorders, in depression, no antidepressant other than perhaps maoi's show greater efficacy in depression when tested against each other.