I was first started on an anti-depressant some four and a half years ago, and have been on one, continuously. Like you, I see a psychiatrist, and have great trust in her. She did a very thorough initial intake on me, and felt that my past history warranted the continuous use of an anti-depressant.
Last summer, I did have a problem when the Remeron I was on, stopped working for me. I had to be started on Celexa (Citalopram). It is my understanding though, that when starting an anti-depressant for the second time, one is apt to experience more severe side effects, and/or different ones. Also, a higher dose of the anti-depressant may be required to get the same results as the initial use of the medication. There is also the possibility of the anti-depressant not working at all. According to one study, the odds of anti-depressants working drops by about 20% each time they are stopped and then restarted. And this applies to all anti-depressants, not just the one taken previously. So statistics do indicate that if your history warrants it, it is better to stay on an anti-depressant continuously. I plan on being on one the rest of my life.
The very best to you, Melody!... Chuck