Everyone's different. If there was one answer to this question, everyone would be given the same antidepressant! instead we choose antidepressants to minimize the side effects most likely to disturb that specific patient. E.G., a sedating antidepressant is good if a patient can't sleep, but bad if a patient can't stay awake. Modern antidepressants are about equal on average — but no one is "average".
Not one. Every medication has risks and side effects. There is no one better then the other when it comes to antidepressants. Each one has a sie effect profile and when you see your physician they will try to put you on one that is the best for you taking into consideration your medical history, age, what meds you are on, what medical problems you have and your symptoms. Speak with your physician.