The thing with antidepressants is that what works for one might not work for another. Similarly, any side effects differ from person to person.
But as a very general rule, SSRIs are probably the most common antidepressants prescribed, in the UK at least. And I suppose that's because they're considered to be the safest and most effective medication for most people (I'm guessing this as I'm not a doctor).
SNRIs are another type of antidepressant that can be prescribed by a general doctor. I took venlafaxine (Effector) for a while as it's also supposed to help with hot flashes. Duloxetine is also used to help treat physical pain. So sometimes these are used if you have any co-occuring conditions.