For example, the first time that I took SSRI's (a decade ago or so, recommended by my primary care physician), I had a negative reaction, and roughly a year of CBT was a much better solution (with a diagnosis of major depression). Fast forward to a few months ago, after being diagnosed yet again with major depression, this time by a psychiatrist, the SSRI's that were recommended and that I took triggered bipolar disorder--not an uncommon occurrence from what I now understand--and my current diagnosis.

All in all, it sounds like you may likely benefit from therapy (individual or group based) in addition to the meds that you're already taking (for what it's worth, it's helped me immensely).