Not sure what you. Mean. If you are asking about other medications, the one that works for you is the best. If you mean an alternative to medications, therapy is also effective, but the best treatment is therapy with medications.
Define effective. No one antidepressant works better than any other antidepressant as per the american psychiatric association guidelines for treatment of depression. If duloxetine works for a patient then it's effective. If it does not relieve symptoms then it is not.