Anti-depressants, do they really work?

I am just curious if anyone has ever taken an anti depressant if it has ever worked. I recentely got diagnosed with depresion and im' going to be going to a psychiatrist so i can get the right medication but im not sure if it will even work for me and im afraid to take it. Has anyone ever been on anything like this, does it work do you feel more at ease, or happier? For me, everyy little thing stresses me out and i get very anxious all the time and worry about things i really don't have to be concerned about. So i'm hoping the dr. puts me on something to put my mind at ease.