I started on a starting dose of Prozac(10mg) in August, and after 3 weeks, I only noticed a slight reduction in depression. The dosage was upped to 20mg, and after a week, I feel like a whole new person. I sat in a Mcdonalds and ate a meal with only a slight anxiety(could just be described as awareness, really), which is a big difference.
About 2 years ago, I tried Zoloft for a week or two, but that was like a rollercoaster that started to be only downhill so I quit that. I don't like being on medication anyway, which is why I took so long to try another... but you gotta do what you gotta do.
Definitely try more, give it time, and up the dosage if needed. You won't get rid of nervousness though, because I'm still nervous about getting a job. Nervous and anxious are two different things though.