So my question is, should I keep trying new SSRI's til I find one that doesn't make me feel fatigued?
I'm unclear how long you've now been on Zoloft and Celexa, but I'm assuming 6-8 weeks in total. If so, it may be that the SSRIs aren't the right med for you, but it could still be worth trying Prozac (fluoxetine) which is usually the most stimulating SSRI.
Another alternative would be to supplement the Celexa with small dose of Wellbutrin (bupropion) which is the most stimulating antidepressant, but care is needed because it could trigger anxiety too. However, on the principle that one good med is better than two so-so ones, I think the better long term bet would be to switch to either a SNRI or tricyclic antidepressant.
Should I stick with a daily dose of Klonopin?
The benzodiazepines (BZDs) are very effective anti anxiety meds, but doctors are becoming increasingly wary of prescribing them because of the perceived dependency issue which makes them risky primary, taken daily meds. IMHO, they are best reserved for occasional use to control breakthrough anxiety, or to ease the transition onto antidepressants.
I'm also wondering if Klonopin is the right benzo for me. I like that it is long-lasting, but it doesn't help me sleep, doesn't work in an emergency situation since it takes like an hour to kick in,
BZDs are not good sleeping pills and shouldn't be used as such because tolerance to the sedation builds up within a few weeks. Small doses of trazodone (Desyrel) would be a better bet, however, it could add to your daytime fatigue problems, as would the alternatives (I suspect the Klonopin is also part of this problem). Doses to 50mg should be okay, but 75mg plus is likely to be problematic.
All the BZDs take about an hour or two to become fully effective. It takes 20-30 minutes for the tablets to dissolve and the active chemical to penetrate the stomach wall and enter the bloodstream, plus another 30-90 minutes to reach peak levels. So taking a shorter acting BZD like Ativan (lorazepam) or Xanax (alprazolam) won't help much.
Should I try therapy?
The cognitive and/or behavioural and/or mindfulness therapies are about as effective as antidepressants so are a good alternative if your health insurance will pay for it.