I don't think the number of different anti-depressants make it inevitable that some work significantly better than others. You can get casts in many different colors.
I'm sure they do but I only have anecdotal evidence from people that tried a number before the "ahaaa" moment.
I don't take them (well, except for sleep with a low dosage of Trazadone (which I can't anymore because it gives me priapism) and mirtazapine(which made me sleepy even the next day)), but my experience is with stimulants for ADHD.
I've tried quite a few stimulants and while all worked for my ADHD (heck even pure nicotine works somewhat), some combinations were brilliant but illegal, and metylphenidate (Concerta) does an amazing job for my impulsivity and an ok-ish job for my focus.
Sure, I can't just snap my fingers, pop some low dosage meth (and I need to stress low dosage -- 15-20mg) or my favorite (3-1 isopropylphenidate + metylphenidate) and enter a flow state at will, but Concerta just changed my life for the better.
I'm sure that a lot(most) of people with depression just as with ADHD need more than just the medication.
If you're depressed because of your circumstances and have 0 power to change them, perhaps anti-depressants work less well, but I've read about numerous people who had a purely "chemical" depression -- there was nothing "bad" about their life and they changed nothing and after anti-depressants they were just not depressed anymore.
I don't know why people take such reductionistic stances.
There are dozens of anti-depressants, I think most people get significant improvement after trying a few.