Of course which medicine to take is trial and error. Several studies have shown that on average, pharmecological solutions actually make people worse - with undeniable dramatic successes. The diagnosis are an art, and one which is still exceptionally poorly understood, with each persons individual chemistry significantly at variance from the "norm" - thus the trial and error approach to medication that is common.
Heck, therapy in general is shown to have as its most consistant and prominent effect the psychological addiction to therapy. Most uses of psychologists eforts are as little more than a "paid friend". That said, there are clearly cases where it is of profound use and benefit.
In all of this we are generally trusting a profession whose mental stability is among the worst of any major occupation, or even course of study, to diagnose and treat our minds. Kindof ironic.
A further consideration is that of "what is the actual goal?" Is it to make us more mentally "healthy"; feel better about our perceived place; or to be more functional?
Mental health has been my goal. But, I also use the unconventional method of ECT to treat my profound depression. As for "therapy", it may have its benefits, my insurance precludes my use of it. I found group therapy to be beneficial, because I could learn from others in the same situation. But, every patient must take their own path when it comes to mental health treatment. No patient should blindly follow the "experts". I advocate learning about treatments, asking lots of questions, reading and following your instincts. Just my two cents.