I started at 10 mg for a week then went to 20mg for for about 2 months then went to 40mg for 5 or 6. Weeks and the sides were to much and I wasn't getting any benefit so I dropped back down to 20mg for the last couple weeks.
You've been on it long enough at high enough doses to get it working if it was going too. If this is your first SSRI then your best option is to switch to another such as Celexa (citalopram) as there is still a good chance that a SSRI will work. Switching between SSRIs is easier than changing to a different antidepressant class. However, if you've tried 2-3 without success then either a SNRI (except Effexor (venlafaxine)) or a tricyclic antidepressant such as imipramine (Tofranil) or amitriptyline ((Elavil, Endep) is likely to be the better option.
Unfortunately, while no antidepressant is necessarily better than any other, often one or two will be for an individual and on average it takes 2-3 med changes to find the best fit.