As I understand it, there are three main classes of antidepressants: SSRI's, SNRI's, and tricyclic antidepressants. If you want more of the technical information, you can read the wikipedia article
here. Antidepressants generally take 3-6 weeks to start working.
For me, at first I was prescribed Zoloft, but I had a bad reaction to it. I was switched to Wellbutrin, and that works great for me. Something you should know is that a pill will not automatically make everything better. Medication helps lift your mood enough so you can fight the depression. It's very valuable, but it's not going to fix everything.
For a lot of your questions, it depends on what medication you get prescribed, and I would recommend asking them to your doctor.