It is common for anti-depressants to stop working, or to have different and unmanageable side-effects. I used to take Zoloft as well. It stopped working, so my doctor switched me to Wellbutrin. If you are switching from an SSRI to another SSRI, you can switch directly from one to another; you can also switch from some SSRI's to other anti-depressants, you just can't switch from an SSRI to an MAOI or vice versa. If you are going to switch, or go off medication entirely, it is very important to keep your doctor informed.