It's not necessarily ADs that cause the weight gain, but that they increase appetite (to what should be normal as depression/anxiety often cause a decrease). On the other hand, I tend to eat more when I'm down so ADs (I've tried Zoloft and Effexor) don't really affect my weight.

Have you looked into natural therapies? St John's wort, fish oil etc. Then there's always making sure you eat well and get some exercise (not always easy when you're feeling lousy, I know).