How effective antidepressant switching usually be?

Maybe quite: The overall success rate for any single antidepressant is roughly 70% (though a single number is very approximate). A different antidepressant has roughly the same overall rate but the pool of people it works for will be somewhat different. Together (sequentually) they cover 85%, a third 90%. The numbers may be different depending on criteria, but the principle holds.

Good question: If the antidepressant isn't helping and it is at the highest dose possible, either based on safety of the medication or side effects that the patient is experiencing, then it is a good idea to either add another medication or switch medications. Adding psychotherapy is also helpful. The effectiveness of switching medications depends on many factors, like how many times have medications been tried.