Unfortuantely, weight gain is a side effect for many anti-depressants in most of the different medication families (SSRI, MAOI, Tricyclic, mood stabilizers). SSRIs (paxil, prozac, celexa) are commonly believed to cause the least weight gain, while mood stabilizers like depakote and anti-psychotics like zyprexa, haldol, and seroquel the most.
However, it differs drastically for different people, and a lot will depend on your own diet and exercise regimen. Since many depressed people do not eat well and do not have the energy to excercise, some people argue that you can’t blame the medication alone. I know many people who take an SSRIs, MAOIs and even tricyclics without a noticeable weight gain.
If you think that you need to be on an anti-depressant, but are concerned about this side effect, I would suggest making sure that your medication is prescribed by a psychiatrist or a psychopharmacologist, not by your regular doctor. Although regular doctors are increasingly prescribing psychotropic medication, many are not as educated on the various options and their pros and cons as they should be. A psychiatrist or a psychopharmacologist can better work with you to minimize side effects while finding an effective medication. But it is important to note that you may only be able to minimize side effects, not escape them altogether. Ultimately, you may need to decide if taking an antidepressant and dealing with the side effects is worth it to you.